+1,872.1%
T vs ENB
+11,799.4%
-9,927.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.8% |
| 7D | -1.3% | -0.2% | -1.0% | -1.2% |
| 30D | +11.4% | -2.2% | +13.6% | +11.9% |
| 3M | +14.3% | -10.5% | +24.8% | +17.2% |
| 6M | -9.3% | -5.1% | -4.2% | -8.2% |
| YTD | +7.1% | +9.0% | -1.9% | +5.0% |
| 1Y | -9.1% | +8.2% | -17.3% | -10.8% |
| 3Y | +105.3% | +67.8% | +37.6% | +82.2% |
| 5Y | +66.8% | +69.4% | -2.6% | +47.5% |
| 10Y | +66.8% | +117.5% | -50.7% | +36.8% |
| All | +1,872.1% | +11,799.4% | -9,927.2% | +1,172.1% |
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