+227.0%
UPS vs ENB
+3,231.4%
-3,004.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | -3.5% | -2.2% | -1.3% | -3.0% |
| 3M | -5.7% | -10.5% | +4.8% | -2.9% |
| 6M | -4.4% | -5.1% | +0.7% | -3.2% |
| YTD | +8.0% | +9.0% | -0.9% | +5.2% |
| 1Y | +29.0% | +8.2% | +20.8% | +25.7% |
| 3Y | -27.7% | +67.8% | -95.5% | -37.8% |
| 5Y | -34.3% | +69.4% | -103.7% | -43.8% |
| 10Y | +37.8% | +117.5% | -79.7% | +6.8% |
| All | +227.0% | +3,231.4% | -3,004.4% | +79.5% |
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