+5,289.3%
O vs ENB
+8,813.4%
-3,524.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +0.6% | -1.8% | +2.4% | +1.2% |
| 30D | +9.4% | +2.0% | +7.4% | +8.6% |
| 3M | -2.4% | -5.8% | +3.4% | -0.5% |
| 6M | -1.9% | -9.7% | +7.8% | +1.4% |
| YTD | +10.5% | +4.2% | +6.2% | +8.5% |
| 1Y | +10.0% | +3.2% | +6.7% | +8.4% |
| 3Y | +40.5% | +70.6% | -30.1% | +16.5% |
| 5Y | +10.2% | +55.1% | -44.9% | -6.3% |
| 10Y | +82.5% | +107.6% | -25.1% | +38.0% |
| All | +5,289.3% | +8,813.4% | -3,524.1% | +2,225.4% |
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