+13,444.1%
GOOG vs ENB
+1,263.1%
+12,181.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.7% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -6.8% | -2.2% | -4.6% | -6.1% |
| 3M | -9.1% | -10.5% | +1.4% | -5.4% |
| 6M | +10.7% | -5.1% | +15.8% | +12.4% |
| YTD | +7.1% | +9.0% | -1.9% | +2.5% |
| 1Y | +44.6% | +8.2% | +36.4% | +38.6% |
| 3Y | +147.4% | +67.8% | +79.7% | +94.6% |
| 5Y | +133.8% | +69.4% | +64.4% | +82.1% |
| 10Y | +777.5% | +117.5% | +660.0% | +487.9% |
| All | +13,444.1% | +1,263.1% | +12,181.1% | +4,678.9% |
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