+255.0%
UPS vs ENB
+3,076.4%
-2,821.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +1.7% | -2.4% | +4.1% | +2.4% |
| 30D | +17.4% | +2.5% | +14.9% | +16.6% |
| 3M | +7.7% | -5.8% | +13.5% | +9.4% |
| 6M | +13.8% | -8.5% | +22.3% | +16.3% |
| YTD | +17.3% | +3.9% | +13.4% | +15.6% |
| 1Y | +27.2% | +3.7% | +23.5% | +25.4% |
| 3Y | -5.6% | +70.1% | -75.7% | -19.1% |
| 5Y | -33.5% | +53.2% | -86.7% | -41.6% |
| 10Y | +43.7% | +100.2% | -56.5% | +13.9% |
| All | +255.0% | +3,076.4% | -2,821.4% | +97.3% |
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