+488.5%
NDAQ vs ENB
+106.5%
+382.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | +1.3% | +1.7% | -0.4% | +0.6% |
| 30D | +18.0% | +0.7% | +17.3% | +17.6% |
| 3M | +11.5% | -5.8% | +17.3% | +13.9% |
| 6M | +21.1% | -11.3% | +32.4% | +26.2% |
| YTD | +12.8% | +3.7% | +9.1% | +10.1% |
| 1Y | +25.7% | +2.8% | +22.9% | +23.0% |
| 3Y | +116.8% | +67.7% | +49.1% | +73.3% |
| 5Y | +67.3% | +57.1% | +10.1% | +36.2% |
| All | +488.5% | +106.5% | +382.0% | +303.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling