+813.9%
MSCI vs ENB
+101.8%
+712.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.3% |
| 7D | +2.7% | -2.4% | +5.1% | +3.8% |
| 30D | +16.2% | +2.5% | +13.7% | +14.9% |
| 3M | +17.1% | -5.8% | +22.9% | +20.1% |
| 6M | +13.0% | -8.5% | +21.5% | +17.0% |
| YTD | +15.8% | +3.9% | +11.9% | +12.0% |
| 1Y | +15.5% | +3.7% | +11.8% | +11.8% |
| 3Y | +32.3% | +70.1% | -37.7% | -0.9% |
| 5Y | +8.2% | +53.2% | -45.0% | -14.8% |
| All | +813.9% | +101.8% | +712.0% | +471.9% |
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 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