+262.0%
TER vs ENB
+79.0%
+183.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.3% | +5.6% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -8.3% | -2.2% | -6.0% | -8.0% |
| 3M | -12.2% | -10.5% | -1.7% | -10.6% |
| 6M | +17.1% | -5.1% | +22.1% | +17.2% |
| YTD | +84.7% | +9.0% | +75.7% | +79.1% |
| 1Y | +199.9% | +8.2% | +191.7% | +191.1% |
| All | +262.0% | +79.0% | +183.0% | +183.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling