+1,407.5%
RF vs ENB
+11,329.0%
-9,921.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.8% | -1.6% |
| 7D | -1.6% | -2.4% | +0.7% | -0.6% |
| 30D | +5.0% | +3.4% | +1.7% | +3.6% |
| 3M | -10.0% | -6.1% | -3.9% | -7.7% |
| 6M | +3.3% | -10.0% | +13.4% | +7.6% |
| YTD | +7.9% | +4.7% | +3.3% | +4.9% |
| 1Y | +21.2% | +7.5% | +13.7% | +16.4% |
| 3Y | +105.8% | +69.1% | +36.7% | +62.4% |
| 5Y | +43.7% | +50.4% | -6.7% | +19.4% |
| 10Y | +289.4% | +108.0% | +181.5% | +182.8% |
| All | +1,407.5% | +11,329.0% | -9,921.5% | +572.9% |
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