+50.3%
TER vs ENB
+3.8%
+46.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.3% |
| 7D | +5.9% | -1.8% | +7.7% | +5.6% |
| 30D | -30.8% | +2.0% | -32.8% | -30.5% |
| 3M | -29.9% | -5.8% | -24.1% | -29.7% |
| 6M | -27.5% | -9.7% | -17.8% | -28.1% |
| YTD | +37.5% | +4.2% | +33.3% | +32.4% |
| 1Y | +50.3% | +3.2% | +47.0% | +45.9% |
| All | +50.3% | +3.8% | +46.4% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling