+36.0%
MSCI vs ENB
+70.6%
-34.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -1.9% | -1.8% | -0.1% | -1.6% |
| 30D | +16.5% | +2.0% | +14.4% | +16.1% |
| 3M | +18.2% | -5.8% | +24.0% | +19.4% |
| 6M | +14.0% | -9.7% | +23.6% | +15.6% |
| YTD | +16.6% | +4.2% | +12.4% | +13.3% |
| 1Y | +14.8% | +3.2% | +11.6% | +11.9% |
| All | +36.0% | +70.6% | -34.6% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling