+35,474.9%
LOW vs ENB
+11,799.4%
+23,675.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.5% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -7.0% | -2.2% | -4.8% | -6.5% |
| 3M | -0.9% | -10.5% | +9.6% | +2.3% |
| 6M | -20.1% | -5.1% | -15.0% | -19.1% |
| YTD | -13.9% | +9.0% | -22.9% | -16.5% |
| 1Y | -21.1% | +8.2% | -29.3% | -23.4% |
| 3Y | -6.6% | +67.8% | -74.4% | -21.1% |
| 5Y | +9.4% | +69.4% | -60.0% | -8.2% |
| 10Y | +220.5% | +117.5% | +103.0% | +144.8% |
| All | +35,474.9% | +11,799.4% | +23,675.5% | +15,317.6% |
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