+5.6%
META vs ENB
+3.2%
+2.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +3.1% |
| 7D | +5.2% | +3.1% | +2.0% | +6.3% |
| 30D | -13.0% | +2.1% | -15.1% | -12.2% |
| 3M | +7.9% | -4.4% | +12.4% | +6.1% |
| 6M | +4.2% | -10.1% | +14.3% | +0.3% |
| YTD | -2.5% | +5.2% | -7.7% | -5.7% |
| 1Y | +5.6% | +4.2% | +1.3% | +2.6% |
| All | +5.6% | +3.2% | +2.4% | +2.6% |
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 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