+1,744.2%
TER vs ENB
+103.5%
+1,640.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.8% |
| 7D | +11.0% | -0.5% | +11.4% | +11.2% |
| 30D | -1.9% | -0.2% | -1.7% | -1.9% |
| 3M | -0.7% | -7.5% | +6.8% | +2.3% |
| 6M | +36.4% | -4.1% | +40.5% | +37.9% |
| YTD | +92.4% | +9.8% | +82.6% | +81.8% |
| 1Y | +213.5% | +8.7% | +204.8% | +196.8% |
| 3Y | +277.2% | +79.0% | +198.2% | +172.9% |
| 5Y | +219.1% | +69.1% | +150.0% | +138.5% |
| 10Y | +1,744.2% | +96.5% | +1,647.8% | +1,115.9% |
| All | +1,744.2% | +103.5% | +1,640.8% | +1,115.9% |
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