+86.4%
META vs ENB
+56.4%
+30.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.1% |
| 7D | +5.2% | +1.7% | +3.5% | +4.7% |
| 30D | -13.0% | +0.7% | -13.7% | -13.2% |
| 3M | +7.9% | -5.8% | +13.7% | +9.4% |
| 6M | +4.2% | -11.3% | +15.6% | +7.0% |
| YTD | -2.5% | +3.7% | -6.2% | -5.9% |
| 1Y | +5.6% | +2.8% | +2.8% | +2.2% |
| 3Y | +96.8% | +67.7% | +29.1% | +49.3% |
| All | +86.4% | +56.4% | +30.0% | +53.1% |
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