+9.9%
IR vs ENB
+3.4%
+6.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +4.3% | 0.0% | +4.3% | +4.2% |
| 30D | +8.1% | +1.4% | +6.7% | +7.9% |
| 3M | +0.7% | -5.2% | +5.9% | +1.3% |
| 6M | +16.6% | -9.9% | +26.5% | +18.0% |
| YTD | +7.8% | +4.7% | +3.1% | +2.8% |
| 1Y | +9.9% | +2.8% | +7.2% | +5.3% |
| All | +9.9% | +3.4% | +6.5% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling