+240.4%
TPR vs ENB
+69.5%
+170.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -23.0% | -2.2% | -20.7% | -22.1% |
| 3M | -12.5% | -10.5% | -2.0% | -7.5% |
| 6M | -21.4% | -5.1% | -16.4% | -19.9% |
| YTD | -3.5% | +9.0% | -12.5% | -9.8% |
| 1Y | +17.4% | +8.2% | +9.1% | +10.1% |
| 3Y | +291.3% | +67.8% | +223.5% | +165.1% |
| All | +240.4% | +69.5% | +170.9% | +129.8% |
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 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