+605.8%
MSCI vs ENB
+103.5%
+502.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -4.1% |
| 7D | -2.1% | -0.5% | -1.6% | -1.9% |
| 30D | -1.7% | -0.2% | -1.5% | -1.7% |
| 3M | -8.2% | -7.5% | -0.7% | -5.2% |
| 6M | -2.4% | -4.1% | +1.7% | -1.2% |
| YTD | -2.8% | +9.8% | -12.6% | -8.2% |
| 1Y | -2.7% | +8.7% | -11.4% | -7.6% |
| 3Y | +7.3% | +79.0% | -71.7% | -21.3% |
| 5Y | -11.4% | +69.1% | -80.5% | -33.3% |
| 10Y | +605.8% | +96.5% | +509.3% | +355.4% |
| All | +605.8% | +103.5% | +502.3% | +355.4% |
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