+213.6%
RF vs ENB
+109.5%
+104.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.9% |
| 7D | +1.9% | +3.1% | -1.2% | 0.0% |
| 30D | +7.3% | +2.1% | +5.2% | +5.8% |
| 3M | -7.9% | -4.4% | -3.5% | -5.5% |
| 6M | +10.5% | -10.1% | +20.6% | +17.4% |
| YTD | +9.6% | +5.2% | +4.5% | +4.2% |
| 1Y | +20.3% | +4.2% | +16.1% | +14.8% |
| 3Y | +119.5% | +70.1% | +49.4% | +47.6% |
| 5Y | +48.2% | +59.4% | -11.2% | +3.8% |
| All | +213.6% | +109.5% | +104.2% | +82.0% |
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