+76.2%
O vs ENB
+109.5%
-33.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | -0.4% | +3.1% | -3.5% | -1.9% |
| 30D | +7.1% | +2.1% | +5.0% | +5.9% |
| 3M | -5.2% | -4.4% | -0.8% | -3.2% |
| 6M | -1.8% | -10.1% | +8.3% | +3.3% |
| YTD | +9.1% | +5.2% | +3.9% | +5.4% |
| 1Y | +9.7% | +4.2% | +5.4% | +6.5% |
| 3Y | +39.1% | +70.1% | -30.9% | +3.8% |
| 5Y | +8.4% | +59.4% | -51.0% | -17.9% |
| All | +76.2% | +109.5% | -33.3% | +8.2% |
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