+2,593.6%
NDAQ vs ENB
+1,661.2%
+932.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.5% |
| 7D | +0.8% | -5.2% | +6.0% | +3.6% |
| 30D | +16.5% | +2.2% | +14.3% | +15.2% |
| 3M | +13.5% | -8.1% | +21.6% | +18.2% |
| 6M | +20.9% | -11.2% | +32.1% | +27.6% |
| YTD | +11.4% | +2.0% | +9.4% | +8.8% |
| 1Y | +25.9% | +4.1% | +21.9% | +21.6% |
| 3Y | +119.9% | +64.7% | +55.1% | +65.6% |
| 5Y | +61.7% | +46.6% | +15.2% | +27.7% |
| 10Y | +481.6% | +102.7% | +378.9% | +255.5% |
| All | +2,593.6% | +1,661.2% | +932.4% | +420.9% |
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