+39,776.7%
LOW vs ENB
+11,386.8%
+28,389.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +1.4% | +3.1% | -1.7% | +0.5% |
| 30D | +21.7% | +2.1% | +19.6% | +20.9% |
| 3M | +5.0% | -4.4% | +9.4% | +6.4% |
| 6M | +4.6% | -10.1% | +14.7% | +7.7% |
| YTD | -3.5% | +5.2% | -8.7% | -5.5% |
| 1Y | +0.5% | +4.2% | -3.7% | -1.2% |
| 3Y | +24.8% | +70.1% | -45.3% | +5.1% |
| 5Y | +6.5% | +59.4% | -52.9% | -9.0% |
| 10Y | +294.6% | +109.5% | +185.0% | +205.3% |
| All | +39,776.7% | +11,386.8% | +28,389.9% | +17,361.6% |
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