+400.1%
META vs ENB
+105.8%
+294.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.5% |
| 7D | -3.1% | -2.4% | -0.8% | -2.3% |
| 30D | -18.1% | +3.4% | -21.5% | -19.1% |
| 3M | +2.9% | -6.1% | +9.0% | +5.0% |
| 6M | +0.2% | -10.0% | +10.2% | +3.4% |
| YTD | -8.1% | +4.7% | -12.7% | -11.2% |
| 1Y | -4.5% | +7.5% | -12.0% | -8.8% |
| 3Y | +94.2% | +69.1% | +25.0% | +50.9% |
| 5Y | +79.1% | +50.4% | +28.7% | +45.9% |
| All | +400.1% | +105.8% | +294.3% | +234.2% |
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