+142.0%
W vs ENB
+63.8%
+78.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.0% |
| 7D | -3.6% | -5.2% | +1.6% | -2.8% |
| 30D | +7.0% | +2.2% | +4.8% | +6.6% |
| 3M | +7.4% | -8.1% | +15.4% | +8.8% |
| 6M | +69.3% | -11.2% | +80.5% | +71.8% |
| YTD | +11.3% | +2.0% | +9.3% | +4.0% |
| 1Y | +13.2% | +4.1% | +9.1% | +4.6% |
| 3Y | +142.0% | +64.7% | +77.3% | +28.3% |
| All | +142.0% | +63.8% | +78.2% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling