+2,765.1%
GE vs ENB
+11,039.2%
-8,274.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +3.6% |
| 7D | +7.1% | -5.2% | +12.3% | +9.0% |
| 30D | +6.5% | +2.2% | +4.3% | +5.6% |
| 3M | -13.6% | -8.1% | -5.5% | -11.2% |
| 6M | +6.0% | -11.2% | +17.2% | +9.8% |
| YTD | +5.4% | +2.0% | +3.4% | +3.8% |
| 1Y | +6.5% | +4.1% | +2.4% | +4.0% |
| 3Y | +268.6% | +64.7% | +203.8% | +205.3% |
| 5Y | +389.0% | +46.6% | +342.5% | +321.3% |
| 10Y | +163.3% | +102.7% | +60.6% | +101.8% |
| All | +2,765.1% | +11,039.2% | -8,274.1% | +1,232.2% |
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