+6.2%
MSCI vs ENB
+50.3%
-44.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.4% | -2.1% |
| 7D | +6.0% | -2.4% | +8.4% | +7.1% |
| 30D | +18.2% | +3.4% | +14.8% | +16.5% |
| 3M | +15.1% | -6.1% | +21.2% | +18.2% |
| 6M | +13.7% | -10.0% | +23.8% | +18.4% |
| YTD | +15.6% | +4.7% | +11.0% | +10.7% |
| 1Y | +16.3% | +7.5% | +8.8% | +9.7% |
| 3Y | +36.9% | +69.1% | -32.2% | -3.3% |
| All | +6.2% | +50.3% | -44.1% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling