+2,895.1%
GE vs ENB
+11,245.8%
-8,350.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +5.4% | -2.4% | +7.8% | +6.2% |
| 30D | +9.6% | +2.5% | +7.2% | +8.6% |
| 3M | -7.7% | -5.8% | -1.9% | -5.9% |
| 6M | +14.0% | -8.5% | +22.5% | +17.0% |
| YTD | +10.2% | +3.9% | +6.3% | +7.8% |
| 1Y | +8.9% | +3.7% | +5.2% | +6.6% |
| 3Y | +273.7% | +70.1% | +203.6% | +206.2% |
| 5Y | +410.2% | +53.2% | +357.0% | +333.2% |
| 10Y | +157.4% | +100.2% | +57.2% | +97.6% |
| All | +2,895.1% | +11,245.8% | -8,350.8% | +1,284.1% |
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