+508.4%
F vs ENB
+11,039.2%
-10,530.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.2% |
| 7D | +1.6% | -5.2% | +6.7% | +3.6% |
| 30D | +2.6% | +2.2% | +0.5% | +1.8% |
| 3M | -8.8% | -8.1% | -0.8% | -6.2% |
| 6M | +4.6% | -11.2% | +15.8% | +8.7% |
| YTD | -1.9% | +2.0% | -3.9% | -3.6% |
| 1Y | -0.8% | +4.1% | -4.8% | -3.3% |
| 3Y | +43.5% | +64.7% | -21.3% | +17.2% |
| 5Y | -12.1% | +46.6% | -58.6% | -24.5% |
| 10Y | +83.6% | +102.7% | -19.1% | +37.8% |
| All | +508.4% | +11,039.2% | -10,530.8% | +199.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling