+98.9%
GOOGL vs ENB
+52.8%
+46.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.5% |
| 7D | +2.6% | -2.4% | +5.0% | +3.2% |
| 30D | -18.3% | +2.5% | -20.8% | -18.9% |
| 3M | -19.6% | -5.8% | -13.8% | -18.5% |
| 6M | -28.2% | -8.5% | -19.7% | -27.0% |
| YTD | -8.0% | +3.9% | -11.9% | -10.4% |
| 1Y | -0.7% | +3.7% | -4.4% | -3.3% |
| 3Y | +118.8% | +70.1% | +48.7% | +69.1% |
| 5Y | +98.9% | +53.2% | +45.7% | +70.5% |
| All | +98.9% | +52.8% | +46.1% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling