+1,213.1%
URI vs ENB
+102.5%
+1,110.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +3.9% |
| 7D | +2.6% | -1.8% | +4.4% | +4.0% |
| 30D | +9.1% | +2.0% | +7.0% | +7.4% |
| 3M | +1.0% | -5.8% | +6.8% | +5.2% |
| 6M | +23.3% | -9.7% | +33.0% | +31.4% |
| YTD | +43.3% | +4.2% | +39.1% | +35.9% |
| 1Y | +35.9% | +3.2% | +32.7% | +29.6% |
| 3Y | +158.6% | +70.6% | +88.1% | +63.4% |
| 5Y | +213.1% | +55.1% | +158.0% | +112.3% |
| 10Y | +1,213.1% | +107.6% | +1,105.5% | +585.2% |
| All | +1,213.1% | +102.5% | +1,110.6% | +585.2% |
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