+62.6%
XYZ vs ENB
+72.2%
-9.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.8% |
| 7D | -1.1% | +3.1% | -4.2% | -1.3% |
| 30D | +11.5% | +2.1% | +9.4% | +11.3% |
| 3M | +1.8% | -4.4% | +6.2% | +2.3% |
| 6M | +21.2% | -10.1% | +31.3% | +22.4% |
| YTD | +29.9% | +5.2% | +24.8% | +24.8% |
| 1Y | +35.8% | +4.2% | +31.5% | +30.9% |
| 3Y | +62.6% | +70.1% | -7.5% | +15.4% |
| All | +62.6% | +72.2% | -9.6% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling