+2,926.4%
V vs ENB
+476.6%
+2,449.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | +2.0% | -2.2% | +4.2% | +3.0% |
| 3M | +17.4% | -10.5% | +27.9% | +23.1% |
| 6M | +17.5% | -5.1% | +22.6% | +19.7% |
| YTD | +7.6% | +9.0% | -1.4% | +2.2% |
| 1Y | +7.7% | +8.2% | -0.5% | +2.5% |
| 3Y | +54.7% | +67.8% | -13.1% | +18.0% |
| 5Y | +73.0% | +69.4% | +3.7% | +30.4% |
| 10Y | +390.9% | +117.5% | +273.3% | +210.7% |
| All | +2,926.4% | +476.6% | +2,449.9% | +681.9% |
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