+1,006.2%
TER vs ENB
+99.3%
+906.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -8.9% | -2.4% | -6.5% | -7.8% |
| 30D | -39.1% | +2.5% | -41.5% | -39.8% |
| 3M | -32.8% | -5.8% | -27.0% | -31.1% |
| 6M | -31.7% | -8.5% | -23.2% | -29.7% |
| YTD | +26.9% | +3.9% | +23.0% | +22.7% |
| 1Y | +33.6% | +3.7% | +29.9% | +29.1% |
| 3Y | +181.5% | +70.1% | +111.5% | +108.3% |
| 5Y | +76.1% | +53.2% | +22.9% | +37.6% |
| 10Y | +1,006.2% | +100.2% | +906.0% | +606.4% |
| All | +1,006.2% | +99.3% | +906.9% | +606.4% |
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