+108.6%
ASML vs ENB
+69.5%
+39.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.6% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | +2.2% | -2.2% | +4.4% | +3.1% |
| 3M | -2.3% | -10.5% | +8.2% | +2.5% |
| 6M | +23.0% | -5.1% | +28.0% | +25.1% |
| YTD | +61.1% | +9.0% | +52.1% | +51.6% |
| 1Y | +129.1% | +8.2% | +120.9% | +116.0% |
| 3Y | +165.4% | +67.8% | +97.6% | +84.8% |
| All | +108.6% | +69.5% | +39.1% | +49.7% |
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