+785.4%
MSCI vs ENB
+100.6%
+684.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.3% | -1.1% |
| 7D | +2.8% | -5.2% | +8.0% | +5.4% |
| 30D | +15.4% | +2.2% | +13.2% | +14.2% |
| 3M | +13.4% | -8.1% | +21.5% | +17.7% |
| 6M | +10.9% | -11.2% | +22.1% | +16.4% |
| YTD | +13.0% | +2.0% | +11.0% | +10.3% |
| 1Y | +12.0% | +4.1% | +8.0% | +8.2% |
| 3Y | +34.1% | +64.7% | -30.6% | +2.0% |
| 5Y | +3.9% | +46.6% | -42.7% | -16.4% |
| All | +785.4% | +100.6% | +684.8% | +473.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling