-63.1%
W vs ENB
+69.5%
-132.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.1% |
| 7D | -4.2% | -0.2% | -4.0% | -4.1% |
| 30D | -7.6% | -2.2% | -5.3% | -6.3% |
| 3M | +37.2% | -10.5% | +47.7% | +47.7% |
| 6M | +26.3% | -5.1% | +31.4% | +28.3% |
| YTD | -1.0% | +9.0% | -9.9% | -13.0% |
| 1Y | +20.1% | +8.2% | +11.9% | +6.3% |
| 3Y | +37.8% | +67.8% | -30.0% | -28.1% |
| All | -63.1% | +69.5% | -132.6% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling