+554.0%
XYZ vs ENB
+128.6%
+425.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +3.2% |
| 7D | +12.1% | -5.2% | +17.3% | +15.6% |
| 30D | +12.4% | +2.2% | +10.2% | +10.7% |
| 3M | +8.2% | -8.1% | +16.2% | +13.0% |
| 6M | +20.7% | -11.2% | +31.9% | +27.6% |
| YTD | +31.3% | +2.0% | +29.3% | +26.3% |
| 1Y | +20.5% | +4.1% | +16.4% | +14.4% |
| 3Y | +72.6% | +64.7% | +7.9% | +19.9% |
| 5Y | -64.0% | +46.6% | -110.6% | -72.3% |
| 10Y | +601.8% | +102.7% | +499.1% | +331.6% |
| All | +554.0% | +128.6% | +425.4% | +264.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling