+638.0%
XYZ vs ENB
+99.8%
+538.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +2.9% |
| 7D | +14.9% | -3.7% | +18.6% | +17.7% |
| 30D | +14.7% | +1.7% | +12.9% | +13.1% |
| 3M | +12.1% | -6.3% | +18.4% | +16.3% |
| 6M | +18.3% | -9.2% | +27.5% | +24.1% |
| YTD | +36.1% | +3.1% | +33.0% | +29.1% |
| 1Y | +35.3% | +3.4% | +31.9% | +28.2% |
| 3Y | +73.5% | +68.9% | +4.5% | +11.7% |
| 5Y | -61.6% | +51.7% | -113.3% | -72.3% |
| 10Y | +638.0% | +98.3% | +539.7% | +310.2% |
| All | +638.0% | +99.8% | +538.2% | +310.2% |
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