+19.0%
MSCI vs ENB
+9.4%
+9.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.4% |
| 7D | +11.5% | +0.5% | +11.0% | +11.5% |
| 30D | +22.1% | +6.0% | +16.1% | +22.8% |
| 3M | +18.4% | -7.4% | +25.8% | +17.0% |
| 6M | +16.6% | -8.5% | +25.1% | +15.1% |
| YTD | +18.8% | +6.1% | +12.7% | +19.4% |
| 1Y | +19.0% | +9.4% | +9.6% | +17.1% |
| All | +19.0% | +9.4% | +9.6% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling