+584.9%
XYZ vs ENB
+106.5%
+478.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.4% |
| 7D | -1.1% | +1.7% | -2.7% | -2.2% |
| 30D | +11.5% | +0.7% | +10.8% | +10.7% |
| 3M | +1.8% | -5.8% | +7.6% | +5.2% |
| 6M | +21.2% | -11.3% | +32.5% | +29.3% |
| YTD | +29.9% | +3.7% | +26.2% | +22.7% |
| 1Y | +35.8% | +2.8% | +33.0% | +29.0% |
| 3Y | +62.6% | +67.7% | -5.1% | +5.0% |
| 5Y | -62.8% | +57.1% | -119.9% | -73.8% |
| All | +584.9% | +106.5% | +478.4% | +274.9% |
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