-64.5%
XYZ vs ENB
+50.3%
-114.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.1% |
| 7D | +9.2% | -2.4% | +11.6% | +11.2% |
| 30D | +9.8% | +3.4% | +6.4% | +6.9% |
| 3M | -0.2% | -6.1% | +5.9% | +4.1% |
| 6M | +18.0% | -10.0% | +28.0% | +25.4% |
| YTD | +29.1% | +4.7% | +24.5% | +17.8% |
| 1Y | +14.1% | +7.5% | +6.6% | +1.1% |
| 3Y | +72.6% | +69.1% | +3.5% | -14.6% |
| All | -64.5% | +50.3% | -114.8% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling