+191.2%
TER vs ENB
+72.2%
+119.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.4% |
| 7D | +14.4% | +3.1% | +11.2% | +14.0% |
| 30D | -30.6% | +2.1% | -32.7% | -30.7% |
| 3M | -39.2% | -4.4% | -34.8% | -38.8% |
| 6M | -31.3% | -10.1% | -21.2% | -30.5% |
| YTD | +29.1% | +5.2% | +23.9% | +26.0% |
| 1Y | +47.4% | +4.2% | +43.2% | +44.1% |
| 3Y | +191.2% | +70.1% | +121.1% | +124.4% |
| All | +191.2% | +72.2% | +119.1% | +124.4% |
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 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