+123.4%
GOOGL vs ENB
+67.2%
+56.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.3% |
| 7D | +3.3% | -3.7% | +6.9% | +3.0% |
| 30D | -18.1% | +1.7% | -19.8% | -18.0% |
| 3M | -18.6% | -6.3% | -12.3% | -18.8% |
| 6M | -28.0% | -9.2% | -18.8% | -28.5% |
| YTD | -7.8% | +3.1% | -10.9% | -8.2% |
| 1Y | +3.6% | +3.4% | +0.2% | +3.1% |
| 3Y | +123.4% | +68.9% | +54.4% | +135.8% |
| All | +123.4% | +67.2% | +56.1% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling