+252.9%
UPS vs ENB
+3,099.7%
-2,846.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -2.0% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +16.4% | +1.4% | +15.1% | +16.0% |
| 3M | +7.9% | -5.2% | +13.1% | +9.4% |
| 6M | +15.8% | -9.9% | +25.8% | +18.9% |
| YTD | +16.6% | +4.7% | +11.9% | +14.7% |
| 1Y | +22.3% | +2.8% | +19.5% | +20.8% |
| 3Y | -6.2% | +71.3% | -77.5% | -19.8% |
| 5Y | -34.4% | +58.6% | -93.0% | -42.8% |
| 10Y | +41.7% | +108.5% | -66.8% | +11.3% |
| All | +252.9% | +3,099.7% | -2,846.8% | +95.7% |
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