-53.8%
TEAM vs ENB
+71.0%
-124.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -7.1% |
| 7D | -5.7% | -0.5% | -5.2% | -5.6% |
| 30D | +18.3% | -0.2% | +18.6% | +18.3% |
| 3M | +80.2% | -7.5% | +87.7% | +83.3% |
| 6M | +111.0% | -4.1% | +115.1% | +110.3% |
| YTD | +8.8% | +9.8% | -1.0% | +1.1% |
| 1Y | +2.2% | +8.7% | -6.5% | -4.7% |
| 3Y | -14.6% | +79.0% | -93.6% | -42.4% |
| 5Y | -53.8% | +69.1% | -122.9% | -66.6% |
| All | -53.8% | +71.0% | -124.8% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling