+376.8%
V vs ENB
+103.5%
+273.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.1% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | +1.9% | -0.2% | +2.1% | +1.9% |
| 3M | +15.5% | -7.5% | +23.0% | +19.3% |
| 6M | +16.6% | -4.1% | +20.7% | +18.2% |
| YTD | +5.7% | +9.8% | -4.1% | 0.0% |
| 1Y | +8.6% | +8.7% | -0.1% | +3.0% |
| 3Y | +52.5% | +79.0% | -26.5% | +12.1% |
| 5Y | +67.1% | +69.1% | -2.0% | +25.2% |
| 10Y | +376.8% | +96.5% | +280.3% | +205.4% |
| All | +376.8% | +103.5% | +273.3% | +205.4% |
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