+1,842.6%
UMC vs ENB
+92.6%
+1,750.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.6% |
| 7D | +9.0% | -4.7% | +13.7% | +10.5% |
| 30D | +17.2% | -5.9% | +23.1% | +19.2% |
| 3M | +11.4% | -14.2% | +25.6% | +16.1% |
| 6M | +137.5% | -8.6% | +146.1% | +142.2% |
| YTD | +193.1% | +3.9% | +189.2% | +186.9% |
| 1Y | +240.3% | +1.8% | +238.5% | +234.9% |
| 3Y | +262.2% | +68.5% | +193.7% | +200.8% |
| 5Y | +143.1% | +62.4% | +80.7% | +105.5% |
| All | +1,842.6% | +92.6% | +1,750.0% | +1,438.0% |
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