+625.9%
TEAM vs ENB
+181.0%
+444.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -19.7% | -1.8% | -17.9% | -19.2% |
| 30D | -26.6% | +2.0% | -28.7% | -27.1% |
| 3M | -1.1% | -5.8% | +4.8% | +0.6% |
| 6M | +74.6% | -9.7% | +84.3% | +78.6% |
| YTD | -6.0% | +4.2% | -10.2% | -9.4% |
| 1Y | -3.2% | +3.2% | -6.5% | -6.5% |
| 3Y | -13.5% | +70.6% | -84.1% | -31.4% |
| 5Y | -65.5% | +55.1% | -120.6% | -71.5% |
| 10Y | +454.5% | +107.6% | +346.9% | +295.5% |
| All | +625.9% | +181.0% | +444.9% | +341.8% |
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