+67.7%
ASML vs ENB
+53.6%
+14.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.4% | -8.0% | -8.7% |
| 7D | -19.0% | -2.4% | -16.7% | -18.1% |
| 30D | -25.9% | +3.4% | -29.3% | -27.1% |
| 3M | -19.1% | -6.1% | -13.0% | -16.8% |
| 6M | -5.7% | -10.0% | +4.3% | -1.6% |
| YTD | +27.6% | +4.7% | +22.9% | +22.1% |
| 1Y | +30.8% | +7.5% | +23.3% | +23.1% |
| 3Y | +116.2% | +69.1% | +47.1% | +46.7% |
| 5Y | +67.7% | +50.4% | +17.3% | +17.1% |
| All | +67.7% | +53.6% | +14.1% | +17.1% |
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