+9,741.5%
TER vs ENB
+11,160.3%
-1,418.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.1% | +11.6% | +12.3% |
| 7D | -5.8% | -3.7% | -2.1% | -4.3% |
| 30D | -38.9% | +1.7% | -40.6% | -39.3% |
| 3M | -35.1% | -6.3% | -28.8% | -33.7% |
| 6M | -31.6% | -9.2% | -22.4% | -29.6% |
| YTD | +27.2% | +3.1% | +24.1% | +24.5% |
| 1Y | +35.2% | +3.4% | +31.9% | +32.1% |
| 3Y | +192.8% | +68.9% | +123.9% | +135.0% |
| 5Y | +72.4% | +51.7% | +20.7% | +44.3% |
| 10Y | +1,001.8% | +98.3% | +903.5% | +708.1% |
| All | +9,741.5% | +11,160.3% | -1,418.8% | +4,036.6% |
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