+580.0%
XYZ vs ENB
+103.5%
+476.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.7% |
| 7D | +2.9% | -0.5% | +3.3% | +3.1% |
| 30D | +1.4% | -0.2% | +1.6% | +1.3% |
| 3M | +14.6% | -7.5% | +22.1% | +19.7% |
| 6M | +20.8% | -4.1% | +24.9% | +22.3% |
| YTD | +23.1% | +9.8% | +13.3% | +12.6% |
| 1Y | +5.6% | +8.7% | -3.0% | -3.0% |
| 3Y | +50.9% | +79.0% | -28.1% | -5.4% |
| 5Y | -68.6% | +69.1% | -137.6% | -78.7% |
| 10Y | +580.0% | +96.5% | +483.5% | +282.5% |
| All | +580.0% | +103.5% | +476.5% | +282.5% |
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