-39.0%
U vs ENB
+138.2%
-177.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -3.8% | -0.2% | -3.6% | -3.7% |
| 30D | +17.5% | -2.2% | +19.7% | +18.7% |
| 3M | +38.7% | -10.5% | +49.2% | +45.9% |
| 6M | +104.4% | -5.1% | +109.5% | +106.7% |
| YTD | -5.7% | +9.0% | -14.6% | -13.2% |
| 1Y | +3.7% | +8.2% | -4.5% | -4.5% |
| 3Y | +12.3% | +67.8% | -55.4% | -27.3% |
| 5Y | -68.8% | +69.4% | -138.2% | -78.4% |
| All | -39.0% | +138.2% | -177.3% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling