+2,417.1%
MSCI vs ENB
+511.2%
+1,906.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | -7.1% | -10.5% | +3.4% | -2.0% |
| 6M | +0.8% | -5.1% | +5.9% | +2.8% |
| YTD | +1.0% | +9.0% | -8.0% | -4.7% |
| 1Y | +4.3% | +8.2% | -3.9% | -1.2% |
| 3Y | +9.9% | +67.8% | -57.8% | -18.6% |
| 5Y | -6.8% | +69.4% | -76.1% | -31.6% |
| 10Y | +614.7% | +117.5% | +497.1% | +328.1% |
| All | +2,417.1% | +511.2% | +1,906.0% | +484.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling