+1,151.9%
URI vs ENB
+108.4%
+1,043.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.3% |
| 7D | +9.3% | 0.0% | +9.3% | +9.3% |
| 30D | +7.6% | +1.4% | +6.2% | +6.5% |
| 3M | +1.0% | -5.2% | +6.2% | +4.8% |
| 6M | +19.8% | -9.9% | +29.8% | +28.0% |
| YTD | +41.9% | +4.7% | +37.2% | +34.1% |
| 1Y | +33.4% | +2.8% | +30.6% | +27.6% |
| 3Y | +156.0% | +71.3% | +84.7% | +61.0% |
| 5Y | +209.5% | +58.6% | +150.9% | +106.1% |
| All | +1,151.9% | +108.4% | +1,043.4% | +550.5% |
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 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