+634.6%
XYZ vs ENB
+99.3%
+535.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.1% | -3.9% |
| 7D | +12.6% | -2.4% | +15.0% | +14.4% |
| 30D | +10.8% | +2.5% | +8.3% | +8.8% |
| 3M | +8.4% | -5.8% | +14.1% | +12.0% |
| 6M | +14.3% | -8.5% | +22.8% | +19.3% |
| YTD | +31.5% | +3.9% | +27.6% | +24.1% |
| 1Y | +28.1% | +3.7% | +24.4% | +21.1% |
| 3Y | +66.2% | +70.1% | -3.9% | +6.6% |
| 5Y | -62.3% | +53.2% | -115.5% | -73.0% |
| 10Y | +634.6% | +100.2% | +534.4% | +306.7% |
| All | +634.6% | +99.3% | +535.3% | +306.7% |
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