+1,527.5%
META vs ENB
+156.9%
+1,370.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.3% |
| 7D | +6.7% | -0.2% | +6.9% | +6.8% |
| 30D | +4.8% | -2.2% | +7.0% | +5.5% |
| 3M | -1.6% | -10.5% | +8.9% | +1.7% |
| 6M | -7.5% | -5.1% | -2.4% | -6.6% |
| YTD | -6.4% | +9.0% | -15.4% | -10.1% |
| 1Y | -17.3% | +8.2% | -25.6% | -20.5% |
| 3Y | +109.9% | +67.8% | +42.2% | +70.4% |
| 5Y | +65.4% | +69.4% | -4.0% | +33.8% |
| 10Y | +391.8% | +117.5% | +274.3% | +249.9% |
| All | +1,527.5% | +156.9% | +1,370.6% | +1,020.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling