-15.2%
F vs ENB
+50.3%
-65.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.3% |
| 7D | +1.4% | -2.4% | +3.7% | +2.8% |
| 30D | +2.0% | +3.4% | -1.3% | 0.0% |
| 3M | -10.4% | -6.1% | -4.3% | -7.2% |
| 6M | +9.7% | -10.0% | +19.8% | +15.8% |
| YTD | -1.2% | +4.7% | -5.8% | -7.4% |
| 1Y | 0.0% | +7.5% | -7.5% | -8.3% |
| 3Y | +41.1% | +69.1% | -28.0% | -14.3% |
| All | -15.2% | +50.3% | -65.5% | -42.8% |
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