+53.9%
F vs ENB
+69.5%
-15.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +2.0% |
| 7D | +5.3% | -0.2% | +5.6% | +5.4% |
| 30D | +4.6% | -2.2% | +6.8% | +5.9% |
| 3M | -3.7% | -10.5% | +6.8% | +2.9% |
| 6M | +16.8% | -5.1% | +21.9% | +19.2% |
| YTD | +15.3% | +9.0% | +6.3% | +5.8% |
| 1Y | +31.0% | +8.2% | +22.8% | +20.5% |
| 3Y | +45.4% | +67.8% | -22.3% | -9.6% |
| All | +53.9% | +69.5% | -15.6% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling