+217.0%
W vs ENB
+99.3%
+117.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.3% |
| 7D | +1.1% | -2.4% | +3.5% | +3.2% |
| 30D | +6.4% | +2.5% | +3.9% | +4.1% |
| 3M | +9.0% | -5.8% | +14.8% | +13.6% |
| 6M | +69.8% | -8.5% | +78.3% | +79.4% |
| YTD | +12.1% | +3.9% | +8.2% | +3.3% |
| 1Y | 0.0% | +3.7% | -3.7% | -7.7% |
| 3Y | +160.3% | +70.1% | +90.3% | +49.3% |
| 5Y | -53.3% | +53.2% | -106.5% | -69.7% |
| 10Y | +217.0% | +100.2% | +116.8% | +46.9% |
| All | +217.0% | +99.3% | +117.7% | +46.9% |
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