+67.3%
F vs ENB
+109.5%
-42.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | -3.1% | +3.1% | -6.2% | -4.8% |
| 30D | 0.0% | +2.1% | -2.1% | -1.2% |
| 3M | -13.2% | -4.4% | -8.8% | -11.3% |
| 6M | -10.2% | -10.1% | -0.2% | -5.5% |
| YTD | -4.9% | +5.2% | -10.1% | -9.6% |
| 1Y | -6.1% | +4.2% | -10.3% | -10.3% |
| 3Y | +46.0% | +70.1% | -24.1% | +2.2% |
| 5Y | -15.7% | +59.4% | -75.1% | -38.0% |
| All | +67.3% | +109.5% | -42.1% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling