+8,200.6%
USB vs ENB
+11,488.2%
-3,287.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +2.4% | +0.5% | +1.9% | +2.2% |
| 30D | +6.6% | +6.0% | +0.6% | +4.5% |
| 3M | -4.1% | -7.4% | +3.3% | -1.7% |
| 6M | +12.5% | -8.5% | +20.9% | +15.6% |
| YTD | +17.6% | +6.1% | +11.5% | +14.5% |
| 1Y | +36.5% | +9.4% | +27.1% | +31.4% |
| 3Y | +95.4% | +71.5% | +23.9% | +60.7% |
| 5Y | +26.1% | +57.5% | -31.3% | +6.9% |
| 10Y | +101.3% | +110.9% | -9.6% | +53.3% |
| All | +8,200.6% | +11,488.2% | -3,287.5% | +4,294.7% |
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