+475.8%
NDAQ vs ENB
+99.3%
+376.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | +2.9% | -2.4% | +5.3% | +3.8% |
| 30D | +17.5% | +2.5% | +15.0% | +16.4% |
| 3M | +15.4% | -5.8% | +21.2% | +17.9% |
| 6M | +24.6% | -8.5% | +33.1% | +28.3% |
| YTD | +14.4% | +3.9% | +10.5% | +11.5% |
| 1Y | +26.9% | +3.7% | +23.2% | +23.8% |
| 3Y | +119.8% | +70.1% | +49.8% | +74.6% |
| 5Y | +70.5% | +53.2% | +17.3% | +40.1% |
| 10Y | +475.8% | +100.2% | +375.6% | +295.6% |
| All | +475.8% | +99.3% | +376.5% | +295.6% |
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