+102.0%
META vs ENB
+67.2%
+34.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +5.2% |
| 7D | +5.7% | -3.7% | +9.4% | +5.2% |
| 30D | -10.8% | +1.7% | -12.5% | -10.5% |
| 3M | +8.4% | -6.3% | +14.7% | +7.7% |
| 6M | +5.4% | -9.2% | +14.6% | +4.2% |
| YTD | -2.6% | +3.1% | -5.7% | -4.2% |
| 1Y | +3.5% | +3.4% | +0.1% | +1.8% |
| 3Y | +102.0% | +68.9% | +33.1% | +107.5% |
| All | +102.0% | +67.2% | +34.8% | +107.5% |
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