+1.3%
NDAQ vs ENB
+8.5%
-7.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -1.8% |
| 7D | -2.6% | -0.5% | -2.1% | -2.6% |
| 30D | +0.5% | -0.2% | +0.7% | +0.5% |
| 3M | +9.9% | -7.5% | +17.4% | +8.7% |
| 6M | +8.2% | -4.1% | +12.3% | +7.7% |
| YTD | -1.5% | +9.8% | -11.3% | +1.4% |
| 1Y | +1.3% | +8.7% | -7.4% | +2.5% |
| All | +1.3% | +8.5% | -7.2% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling