+692.8%
GOOGL vs ENB
+109.5%
+583.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +3.9% | +3.1% | +0.7% | +2.7% |
| 30D | -14.9% | +2.1% | -17.0% | -15.8% |
| 3M | -14.6% | -4.4% | -10.1% | -13.3% |
| 6M | -26.4% | -10.1% | -16.4% | -24.0% |
| YTD | -5.3% | +5.2% | -10.5% | -8.5% |
| 1Y | +6.5% | +4.2% | +2.2% | +3.2% |
| 3Y | +126.0% | +70.1% | +56.0% | +74.5% |
| 5Y | +100.8% | +59.4% | +41.4% | +58.7% |
| All | +692.8% | +109.5% | +583.4% | +410.1% |
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 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