+82.4%
O vs ENB
+101.8%
-19.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | +3.5% | -2.4% | +6.0% | +4.8% |
| 30D | +10.4% | +2.5% | +7.9% | +9.0% |
| 3M | -2.4% | -5.8% | +3.4% | +0.4% |
| 6M | -1.2% | -8.5% | +7.3% | +2.9% |
| YTD | +10.4% | +3.9% | +6.5% | +7.4% |
| 1Y | +11.4% | +3.7% | +7.7% | +8.5% |
| 3Y | +40.4% | +70.1% | -29.7% | +4.8% |
| 5Y | +12.1% | +53.2% | -41.1% | -13.1% |
| All | +82.4% | +101.8% | -19.5% | +13.9% |
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 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