+14,183.4%
TER vs ENB
+11,799.4%
+2,384.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.3% | +5.8% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -8.3% | -2.2% | -6.0% | -7.6% |
| 3M | -12.2% | -10.5% | -1.7% | -9.0% |
| 6M | +17.1% | -5.1% | +22.1% | +18.6% |
| YTD | +84.7% | +9.0% | +75.7% | +77.4% |
| 1Y | +199.9% | +8.2% | +191.7% | +188.2% |
| 3Y | +232.8% | +67.8% | +165.0% | +167.9% |
| 5Y | +198.6% | +69.4% | +129.2% | +140.2% |
| 10Y | +1,669.7% | +117.5% | +1,552.2% | +1,155.6% |
| All | +14,183.4% | +11,799.4% | +2,384.1% | +5,791.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling