+196.2%
W vs ENB
+88.9%
+107.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | +0.2% |
| 7D | -3.6% | -5.2% | +1.6% | -0.1% |
| 30D | +7.0% | +2.2% | +4.8% | +5.3% |
| 3M | +7.4% | -8.1% | +15.4% | +12.9% |
| 6M | +69.3% | -11.2% | +80.5% | +80.6% |
| YTD | +11.3% | +2.0% | +9.3% | +5.8% |
| 1Y | +13.2% | +4.1% | +9.1% | +6.2% |
| 3Y | +142.0% | +64.7% | +77.3% | +61.5% |
| 5Y | -54.6% | +46.6% | -101.2% | -66.3% |
| 10Y | +243.7% | +102.7% | +141.0% | +97.8% |
| All | +196.2% | +88.9% | +107.3% | +72.6% |
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 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