+2,327.9%
NDAQ vs ENB
+1,781.3%
+546.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.4% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | +2.5% | -2.2% | +4.7% | +3.6% |
| 3M | +9.9% | -10.5% | +20.4% | +15.9% |
| 6M | +9.4% | -5.1% | +14.5% | +11.6% |
| YTD | +0.4% | +9.0% | -8.5% | -5.1% |
| 1Y | +4.0% | +8.2% | -4.2% | -1.5% |
| 3Y | +94.4% | +67.8% | +26.6% | +44.9% |
| 5Y | +56.7% | +69.4% | -12.7% | +14.8% |
| 10Y | +375.3% | +117.5% | +257.8% | +179.0% |
| All | +2,327.9% | +1,781.3% | +546.6% | +354.7% |
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 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