+107.3%
META vs ENB
+67.6%
+39.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +0.9% |
| 7D | +6.7% | -0.2% | +6.9% | +6.7% |
| 30D | +4.8% | -2.2% | +7.0% | +4.6% |
| 3M | -1.6% | -10.5% | +8.9% | -2.1% |
| 6M | -7.5% | -5.1% | -2.4% | -7.8% |
| YTD | -6.4% | +9.0% | -15.4% | -7.6% |
| 1Y | -17.3% | +8.2% | -25.6% | -18.4% |
| All | +107.3% | +67.6% | +39.7% | +98.0% |
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