+1,340.7%
URI vs ENB
+100.6%
+1,240.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +3.0% |
| 7D | -9.8% | -5.2% | -4.6% | -6.2% |
| 30D | +1.7% | +2.2% | -0.4% | +0.1% |
| 3M | -9.1% | -8.1% | -1.0% | -3.6% |
| 6M | +9.9% | -11.2% | +21.0% | +18.4% |
| YTD | +31.2% | +2.0% | +29.2% | +26.4% |
| 1Y | +25.9% | +4.1% | +21.9% | +19.2% |
| 3Y | +147.4% | +64.7% | +82.6% | +60.9% |
| 5Y | +179.7% | +46.6% | +133.2% | +98.5% |
| All | +1,340.7% | +100.6% | +1,240.1% | +653.7% |
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 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