+780.7%
GOOG vs ENB
+92.6%
+688.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | 0.0% | -4.7% | +4.7% | +1.8% |
| 30D | -2.0% | -5.9% | +3.9% | +0.3% |
| 3M | -5.9% | -14.2% | +8.4% | -0.5% |
| 6M | +8.9% | -8.6% | +17.5% | +12.0% |
| YTD | +7.1% | +3.9% | +3.2% | +4.3% |
| 1Y | +39.7% | +1.8% | +37.9% | +36.9% |
| 3Y | +145.8% | +68.5% | +77.4% | +90.6% |
| 5Y | +138.6% | +62.4% | +76.2% | +87.0% |
| All | +780.7% | +92.6% | +688.1% | +497.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling