+33.9%
TER vs ENB
+3.3%
+30.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.1% | +11.6% | +12.8% |
| 7D | -5.8% | -3.7% | -2.1% | -6.3% |
| 30D | -38.9% | +1.7% | -40.6% | -38.7% |
| 3M | -35.1% | -6.3% | -28.8% | -35.0% |
| 6M | -31.6% | -9.2% | -22.4% | -32.7% |
| YTD | +27.2% | +3.1% | +24.1% | +23.0% |
| All | +33.9% | +3.3% | +30.6% | +30.0% |
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