-7.5%
MSCI vs ENB
+69.5%
-77.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | +0.6% | -2.2% | +2.8% | +1.5% |
| 3M | -7.1% | -10.5% | +3.4% | -2.8% |
| 6M | +0.8% | -5.1% | +5.9% | +2.3% |
| YTD | +1.0% | +9.0% | -8.0% | -4.7% |
| 1Y | +4.3% | +8.2% | -3.9% | -1.3% |
| 3Y | +9.9% | +67.8% | -57.8% | -20.2% |
| All | -7.5% | +69.5% | -77.0% | -32.3% |
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