+337.2%
IR vs ENB
+107.5%
+229.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +4.3% | 0.0% | +4.3% | +4.2% |
| 30D | +8.1% | +1.4% | +6.7% | +7.2% |
| 3M | +0.7% | -5.2% | +5.9% | +3.6% |
| 6M | +16.6% | -9.9% | +26.5% | +23.1% |
| YTD | +7.8% | +4.7% | +3.1% | +3.4% |
| 1Y | +9.9% | +2.8% | +7.2% | +6.5% |
| 3Y | +25.2% | +71.3% | -46.1% | -13.5% |
| 5Y | +46.8% | +58.6% | -11.8% | +5.9% |
| All | +337.2% | +107.5% | +229.7% | +148.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling