-24.3%
GEV vs ENB
-10.9%
-13.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -2.1% |
| 7D | +3.7% | +1.7% | +2.1% | +4.3% |
| 30D | -14.7% | +0.7% | -15.3% | -14.4% |
| 3M | -23.4% | -5.8% | -17.6% | -25.8% |
| 6M | -24.3% | -11.3% | -13.0% | -30.5% |
| All | -24.3% | -10.9% | -13.5% | -30.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling