+1,001.8%
TER vs ENB
+99.8%
+902.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.1% | +11.6% | +12.2% |
| 7D | -5.8% | -3.7% | -2.1% | -4.0% |
| 30D | -38.9% | +1.7% | -40.6% | -39.4% |
| 3M | -35.1% | -6.3% | -28.8% | -33.4% |
| 6M | -31.6% | -9.2% | -22.4% | -29.2% |
| YTD | +27.2% | +3.1% | +24.1% | +23.4% |
| 1Y | +35.2% | +3.4% | +31.9% | +30.9% |
| 3Y | +192.8% | +68.9% | +123.9% | +117.3% |
| 5Y | +72.4% | +51.7% | +20.7% | +35.4% |
| 10Y | +1,001.8% | +98.3% | +903.5% | +606.2% |
| All | +1,001.8% | +99.8% | +902.1% | +606.2% |
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