+46.0%
ASML vs ENB
+4.1%
+42.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.3% |
| 7D | -2.9% | -2.4% | -0.4% | -3.1% |
| 30D | -15.2% | +2.5% | -17.7% | -14.9% |
| 3M | -12.9% | -5.8% | -7.1% | -13.2% |
| 6M | -5.0% | -8.5% | +3.5% | -5.0% |
| YTD | +41.8% | +3.9% | +37.9% | +43.2% |
| 1Y | +46.0% | +3.7% | +42.3% | +48.4% |
| All | +46.0% | +4.1% | +42.0% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling