+1,534.9%
ASML vs ENB
+99.3%
+1,435.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.7% |
| 7D | -2.9% | -2.4% | -0.4% | -1.7% |
| 30D | -15.2% | +2.5% | -17.7% | -16.3% |
| 3M | -12.9% | -5.8% | -7.1% | -10.6% |
| 6M | -5.0% | -8.5% | +3.5% | -1.6% |
| YTD | +41.8% | +3.9% | +37.9% | +36.9% |
| 1Y | +46.0% | +3.7% | +42.3% | +41.0% |
| 3Y | +133.5% | +70.1% | +63.4% | +69.7% |
| 5Y | +93.0% | +53.2% | +39.8% | +49.2% |
| 10Y | +1,534.9% | +100.2% | +1,434.7% | +934.1% |
| All | +1,534.9% | +99.3% | +1,435.7% | +934.1% |
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 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