-7.8%
LOW vs ENB
+79.6%
-87.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +0.4% | -0.5% | +0.8% | +0.5% |
| 30D | -10.1% | -0.2% | -9.9% | -10.1% |
| 3M | -2.9% | -7.5% | +4.7% | -0.5% |
| 6M | -19.4% | -4.1% | -15.3% | -18.7% |
| YTD | -15.4% | +9.8% | -25.2% | -19.5% |
| 1Y | -24.9% | +8.7% | -33.6% | -28.3% |
| 3Y | -7.8% | +79.0% | -86.8% | -33.3% |
| All | -7.8% | +79.6% | -87.4% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling