+149.5%
URI vs ENB
+72.2%
+77.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +6.7% | +3.1% | +3.6% | +5.7% |
| 30D | +8.9% | +2.1% | +6.7% | +8.1% |
| 3M | +0.5% | -4.4% | +5.0% | +1.9% |
| 6M | +20.7% | -10.1% | +30.7% | +24.3% |
| YTD | +40.0% | +5.2% | +34.9% | +34.7% |
| 1Y | +34.4% | +4.2% | +30.2% | +29.8% |
| 3Y | +149.5% | +70.1% | +79.4% | +67.8% |
| All | +149.5% | +72.2% | +77.3% | +67.8% |
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