+79.8%
F vs ENB
+100.6%
-20.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.7% |
| 7D | +1.6% | -5.2% | +6.7% | +4.6% |
| 30D | +2.6% | +2.2% | +0.5% | +1.3% |
| 3M | -8.8% | -8.1% | -0.8% | -4.8% |
| 6M | +4.6% | -11.2% | +15.8% | +10.8% |
| YTD | -1.9% | +2.0% | -3.9% | -5.0% |
| 1Y | -0.8% | +4.1% | -4.8% | -5.2% |
| 3Y | +43.5% | +64.7% | -21.3% | +2.5% |
| 5Y | -12.1% | +46.6% | -58.6% | -32.2% |
| All | +79.8% | +100.6% | -20.8% | +10.0% |
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