+62.5%
T vs ENB
+109.5%
-47.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +2.5% | +3.1% | -0.6% | +1.3% |
| 30D | -3.8% | +2.1% | -5.9% | -4.6% |
| 3M | -8.7% | -4.4% | -4.3% | -7.3% |
| 6M | -8.1% | -10.1% | +1.9% | -4.5% |
| YTD | -6.4% | +5.2% | -11.6% | -8.5% |
| 1Y | -9.8% | +4.2% | -14.0% | -11.4% |
| 3Y | +65.5% | +70.1% | -4.6% | +34.3% |
| 5Y | +57.0% | +59.4% | -2.4% | +29.5% |
| All | +62.5% | +109.5% | -47.0% | +14.7% |
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