+103.8%
U vs ENB
+67.2%
+36.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | 0.0% |
| 7D | +32.3% | -3.7% | +36.0% | +31.9% |
| 30D | +9.7% | +1.7% | +8.0% | +9.7% |
| 3M | +19.6% | -6.3% | +25.9% | +19.5% |
| 6M | +82.6% | -9.2% | +91.8% | +81.1% |
| YTD | +16.4% | +3.1% | +13.3% | +11.8% |
| 1Y | +28.5% | +3.4% | +25.1% | +23.2% |
| 3Y | +103.8% | +68.9% | +34.8% | +24.4% |
| All | +103.8% | +67.2% | +36.5% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling