+68.4%
T vs ENB
+98.3%
-29.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | +4.6% | -1.1% | +5.6% | +5.0% |
| 3M | +12.2% | -8.5% | +20.7% | +16.1% |
| 6M | -6.5% | -4.5% | -1.9% | -4.8% |
| YTD | +4.9% | +9.1% | -4.2% | +1.4% |
| 1Y | -10.5% | +8.0% | -18.4% | -13.2% |
| 3Y | +104.6% | +77.8% | +26.8% | +63.6% |
| 5Y | +64.2% | +69.4% | -5.2% | +32.7% |
| 10Y | +68.4% | +100.5% | -32.0% | +20.5% |
| All | +68.4% | +98.3% | -29.8% | +20.5% |
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