+39.4%
GOOGL vs ENB
+3.8%
+35.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | 0.0% |
| 7D | -2.8% | -4.6% | +1.7% | -3.5% |
| 30D | -3.2% | -5.2% | +2.0% | -3.9% |
| 3M | -6.6% | -13.4% | +6.8% | -8.5% |
| 6M | +8.5% | -7.8% | +16.3% | +6.4% |
| YTD | +6.5% | +4.9% | +1.6% | +7.4% |
| 1Y | +39.4% | +3.2% | +36.2% | +41.3% |
| All | +39.4% | +3.8% | +35.7% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling