-68.0%
U vs ENB
+71.0%
-139.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.2% |
| 7D | +4.5% | -0.5% | +4.9% | +4.8% |
| 30D | -0.6% | -0.2% | -0.4% | -0.5% |
| 3M | +48.4% | -7.5% | +55.9% | +54.1% |
| 6M | +115.4% | -4.1% | +119.5% | +116.8% |
| YTD | -3.2% | +9.8% | -13.0% | -12.8% |
| 1Y | -6.0% | +8.7% | -14.7% | -15.1% |
| 3Y | +13.5% | +79.0% | -65.5% | -38.4% |
| 5Y | -68.0% | +69.1% | -137.1% | -81.1% |
| All | -68.0% | +71.0% | -139.0% | -81.1% |
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