+13,507.3%
GOOGL vs ENB
+1,263.1%
+12,244.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.8% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -6.6% | -2.2% | -4.3% | -5.8% |
| 3M | -8.9% | -10.5% | +1.6% | -5.2% |
| 6M | +11.9% | -5.1% | +16.9% | +13.5% |
| YTD | +8.3% | +9.0% | -0.6% | +3.7% |
| 1Y | +46.2% | +8.2% | +38.0% | +40.1% |
| 3Y | +151.9% | +67.8% | +84.1% | +98.0% |
| 5Y | +137.7% | +69.4% | +68.3% | +85.0% |
| 10Y | +757.6% | +117.5% | +640.0% | +474.2% |
| All | +13,507.3% | +1,263.1% | +12,244.2% | +4,699.5% |
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 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