+209.8%
W vs ENB
+91.0%
+118.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +3.9% |
| 7D | +3.3% | -3.7% | +7.0% | +5.9% |
| 30D | +10.5% | +1.7% | +8.8% | +9.1% |
| 3M | +9.6% | -6.3% | +15.9% | +13.8% |
| 6M | +76.4% | -9.2% | +85.6% | +85.5% |
| YTD | +16.4% | +3.1% | +13.3% | +10.0% |
| 1Y | +9.3% | +3.4% | +6.0% | +3.1% |
| 3Y | +172.8% | +68.9% | +103.9% | +79.0% |
| 5Y | -53.4% | +51.7% | -105.1% | -66.1% |
| 10Y | +243.6% | +98.3% | +145.3% | +97.9% |
| All | +209.8% | +91.0% | +118.9% | +79.3% |
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 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