+5.6%
MSCI vs ENB
+58.6%
-53.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +3.0% | +3.1% | -0.1% | +1.6% |
| 30D | +17.8% | +2.1% | +15.7% | +16.7% |
| 3M | +15.2% | -4.4% | +19.6% | +17.4% |
| 6M | +16.5% | -10.1% | +26.5% | +21.3% |
| YTD | +16.4% | +5.2% | +11.2% | +11.1% |
| 1Y | +16.8% | +4.2% | +12.6% | +12.1% |
| 3Y | +35.8% | +70.1% | -34.3% | -4.6% |
| All | +5.6% | +58.6% | -53.0% | -20.1% |
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 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