+5,387.7%
O vs ENB
+9,219.0%
-3,831.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -1.9% | -2.2% | +0.4% | -1.2% |
| 3M | +3.8% | -10.5% | +14.3% | +7.7% |
| 6M | -4.7% | -5.1% | +0.3% | -3.2% |
| YTD | +12.5% | +9.0% | +3.5% | +8.9% |
| 1Y | +10.8% | +8.2% | +2.6% | +7.5% |
| 3Y | +28.8% | +67.8% | -39.0% | +7.3% |
| 5Y | +13.2% | +69.4% | -56.2% | -6.6% |
| 10Y | +53.5% | +117.5% | -64.1% | +14.3% |
| All | +5,387.7% | +9,219.0% | -3,831.3% | +2,234.1% |
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