+32.6%
ASML vs ENB
+7.9%
+24.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.4% | -8.0% | -9.5% |
| 7D | -19.0% | -2.4% | -16.7% | -19.3% |
| 30D | -25.9% | +3.4% | -29.3% | -25.5% |
| 3M | -19.1% | -6.1% | -13.0% | -19.3% |
| 6M | -5.7% | -10.0% | +4.3% | -5.8% |
| YTD | +27.6% | +4.7% | +22.9% | +29.5% |
| All | +32.6% | +7.9% | +24.7% | +34.8% |
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