+62.8%
META vs ENB
+69.5%
-6.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.2% |
| 7D | +6.7% | -0.2% | +6.9% | +6.8% |
| 30D | +4.8% | -2.2% | +7.0% | +5.3% |
| 3M | -1.6% | -10.5% | +8.9% | +1.1% |
| 6M | -7.5% | -5.1% | -2.4% | -6.9% |
| YTD | -6.4% | +9.0% | -15.4% | -10.5% |
| 1Y | -17.3% | +8.2% | -25.6% | -20.9% |
| 3Y | +109.9% | +67.8% | +42.2% | +63.1% |
| All | +62.8% | +69.5% | -6.7% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling