+154.8%
URI vs ENB
+70.6%
+84.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.0% |
| 7D | +2.4% | -1.8% | +4.2% | +3.0% |
| 30D | +8.9% | +2.0% | +6.8% | +8.2% |
| 3M | +0.8% | -5.8% | +6.6% | +2.7% |
| 6M | +23.1% | -9.7% | +32.8% | +26.5% |
| YTD | +43.1% | +4.2% | +38.8% | +38.1% |
| 1Y | +35.7% | +3.2% | +32.5% | +31.5% |
| All | +154.8% | +70.6% | +84.3% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling