+54.6%
TER vs ENB
+46.5%
+8.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.6% |
| 7D | -20.5% | -5.2% | -15.3% | -18.6% |
| 30D | -47.0% | +2.2% | -49.2% | -47.6% |
| 3M | -43.3% | -8.1% | -35.2% | -41.3% |
| 6M | -42.9% | -11.2% | -31.7% | -40.5% |
| YTD | +12.9% | +2.0% | +10.9% | +9.0% |
| 1Y | +18.2% | +4.1% | +14.1% | +12.8% |
| 3Y | +151.8% | +64.7% | +87.0% | +73.4% |
| All | +54.6% | +46.5% | +8.1% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling