+67.7%
UL vs ENB
+98.3%
-30.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | -0.6% | -1.1% | +0.5% | -0.3% |
| 3M | +9.4% | -8.5% | +17.9% | +12.1% |
| 6M | -4.1% | -4.5% | +0.4% | -3.0% |
| YTD | -2.0% | +9.1% | -11.1% | -4.6% |
| 1Y | -9.0% | +8.0% | -16.9% | -11.2% |
| 3Y | +21.8% | +77.8% | -56.0% | +3.2% |
| 5Y | +20.6% | +69.4% | -48.8% | +2.6% |
| 10Y | +67.7% | +100.5% | -32.7% | +29.6% |
| All | +67.7% | +98.3% | -30.6% | +29.6% |
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