+779.7%
MSCI vs ENB
+99.8%
+679.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.4% |
| 7D | +1.5% | -3.7% | +5.1% | +3.2% |
| 30D | +14.4% | +1.7% | +12.7% | +13.5% |
| 3M | +15.2% | -6.3% | +21.5% | +18.5% |
| 6M | +11.2% | -9.2% | +20.4% | +15.5% |
| YTD | +13.9% | +3.1% | +10.8% | +10.6% |
| 1Y | +12.5% | +3.4% | +9.1% | +9.1% |
| 3Y | +32.3% | +68.9% | -36.6% | -0.6% |
| 5Y | +4.9% | +51.7% | -46.9% | -17.0% |
| 10Y | +779.7% | +98.3% | +681.4% | +466.1% |
| All | +779.7% | +99.8% | +679.9% | +466.1% |
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 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