+162.2%
W vs ENB
+98.3%
+63.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.7% |
| 7D | +5.9% | -0.3% | +6.2% | +6.2% |
| 30D | -3.0% | -1.1% | -2.0% | -2.6% |
| 3M | +40.3% | -8.5% | +48.8% | +49.1% |
| 6M | +32.2% | -4.5% | +36.8% | +34.2% |
| YTD | -0.3% | +9.1% | -9.4% | -11.4% |
| 1Y | +16.2% | +8.0% | +8.2% | +4.2% |
| 3Y | +40.7% | +77.8% | -37.1% | -21.8% |
| 5Y | -62.3% | +69.4% | -131.7% | -77.5% |
| 10Y | +162.2% | +100.5% | +61.8% | +20.9% |
| All | +162.2% | +98.3% | +63.9% | +20.9% |
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 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