+8,438.8%
USB vs ENB
+11,799.4%
-3,360.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +1.4% | -0.2% | +1.7% | +1.5% |
| 30D | -1.3% | -2.2% | +0.9% | -0.6% |
| 3M | +15.2% | -10.5% | +25.7% | +19.5% |
| 6M | +18.8% | -5.1% | +23.9% | +20.6% |
| YTD | +21.0% | +9.0% | +12.1% | +16.8% |
| 1Y | +34.0% | +8.2% | +25.8% | +29.6% |
| 3Y | +95.3% | +67.8% | +27.6% | +62.0% |
| 5Y | +40.4% | +69.4% | -29.0% | +16.3% |
| 10Y | +107.3% | +117.5% | -10.2% | +56.2% |
| All | +8,438.8% | +11,799.4% | -3,360.5% | +4,383.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling