+272.5%
RF vs ENB
+100.6%
+171.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | +1.2% |
| 7D | -0.9% | -5.2% | +4.3% | +2.4% |
| 30D | +6.0% | +2.2% | +3.9% | +4.5% |
| 3M | -8.9% | -8.1% | -0.8% | -4.2% |
| 6M | +2.3% | -11.2% | +13.5% | +9.5% |
| YTD | +7.6% | +2.0% | +5.6% | +4.2% |
| 1Y | +21.2% | +4.1% | +17.1% | +15.7% |
| 3Y | +108.5% | +64.7% | +43.8% | +43.7% |
| 5Y | +43.2% | +46.6% | -3.4% | +6.3% |
| All | +272.5% | +100.6% | +171.9% | +118.8% |
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