-27.4%
U vs ENB
+127.9%
-155.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +16.9% | -1.8% | +18.7% | +17.7% |
| 30D | +6.4% | +2.0% | +4.3% | +4.9% |
| 3M | +13.2% | -5.8% | +19.0% | +15.9% |
| 6M | +84.8% | -9.7% | +94.5% | +91.2% |
| YTD | +12.4% | +4.2% | +8.2% | +5.2% |
| 1Y | +19.8% | +3.2% | +16.6% | +12.6% |
| 3Y | +83.8% | +70.6% | +13.2% | +15.9% |
| 5Y | -72.7% | +55.1% | -127.9% | -80.5% |
| All | -27.4% | +127.9% | -155.2% | -41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling