+284.9%
IR vs ENB
+117.8%
+167.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.1% |
| 7D | +0.6% | -0.5% | +1.1% | +0.9% |
| 30D | -13.6% | -0.2% | -13.4% | -13.6% |
| 3M | +3.7% | -7.5% | +11.2% | +8.1% |
| 6M | -13.1% | -4.1% | -8.9% | -11.6% |
| YTD | -5.1% | +9.8% | -14.9% | -11.4% |
| 1Y | -6.5% | +8.7% | -15.2% | -12.3% |
| 3Y | +8.5% | +79.0% | -70.5% | -26.9% |
| 5Y | +43.3% | +69.1% | -25.8% | -0.6% |
| All | +284.9% | +117.8% | +167.1% | +113.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling