+8.6%
V vs ENB
+8.5%
+0.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.6% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | +1.9% | -0.2% | +2.1% | +1.9% |
| 3M | +15.5% | -7.5% | +23.0% | +14.5% |
| 6M | +16.6% | -4.1% | +20.7% | +16.2% |
| YTD | +5.7% | +9.8% | -4.1% | +8.1% |
| 1Y | +8.6% | +8.7% | -0.1% | +11.3% |
| All | +8.6% | +8.5% | +0.1% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling