-15.8%
F vs ENB
+46.5%
-62.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.8% |
| 7D | +1.6% | -5.2% | +6.7% | +4.8% |
| 30D | +2.6% | +2.2% | +0.5% | +1.2% |
| 3M | -8.8% | -8.1% | -0.8% | -4.5% |
| 6M | +4.6% | -11.2% | +15.8% | +11.2% |
| YTD | -1.9% | +2.0% | -3.9% | -6.6% |
| 1Y | -0.8% | +4.1% | -4.8% | -7.1% |
| 3Y | +43.5% | +64.7% | -21.3% | -11.5% |
| All | -15.8% | +46.5% | -62.3% | -42.4% |
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