+109.3%
RF vs ENB
+68.0%
+41.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.8% | -1.7% |
| 7D | -1.6% | -2.4% | +0.7% | -1.0% |
| 30D | +5.0% | +3.4% | +1.7% | +4.0% |
| 3M | -10.0% | -6.1% | -3.9% | -8.4% |
| 6M | +3.3% | -10.0% | +13.4% | +6.3% |
| YTD | +7.9% | +4.7% | +3.3% | +4.7% |
| 1Y | +21.2% | +7.5% | +13.7% | +16.0% |
| All | +109.3% | +68.0% | +41.2% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling