-37.8%
U vs ENB
+138.5%
-176.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +4.4% | -0.3% | +4.7% | +4.5% |
| 30D | -1.3% | -1.1% | -0.2% | -0.8% |
| 3M | +49.6% | -8.5% | +58.0% | +55.4% |
| 6M | +100.2% | -4.5% | +104.7% | +101.9% |
| YTD | -3.7% | +9.1% | -12.8% | -11.4% |
| 1Y | -6.5% | +8.0% | -14.5% | -13.7% |
| 3Y | +12.9% | +77.8% | -64.9% | -29.9% |
| 5Y | -68.3% | +69.4% | -137.7% | -78.0% |
| All | -37.8% | +138.5% | -176.3% | -50.9% |
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 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