+1,057.8%
TER vs ENB
+108.4%
+949.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +24.0% | 0.0% | +24.0% | +24.0% |
| 30D | -30.6% | +1.4% | -32.0% | -31.1% |
| 3M | -34.5% | -5.2% | -29.3% | -33.1% |
| 6M | -26.4% | -9.9% | -16.4% | -23.5% |
| YTD | +36.4% | +4.7% | +31.8% | +31.4% |
| 1Y | +47.4% | +2.8% | +44.6% | +43.2% |
| 3Y | +202.6% | +71.3% | +131.3% | +122.7% |
| 5Y | +83.9% | +58.6% | +25.3% | +41.2% |
| All | +1,057.8% | +108.4% | +949.3% | +611.2% |
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