+155.6%
ECL vs ENB
+98.3%
+57.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -1.8% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | -4.3% | -1.1% | -3.2% | -3.9% |
| 3M | +3.2% | -8.5% | +11.7% | +7.1% |
| 6M | -2.9% | -4.5% | +1.6% | -1.4% |
| YTD | +4.3% | +9.1% | -4.8% | -0.8% |
| 1Y | +1.6% | +8.0% | -6.3% | -2.9% |
| 3Y | +54.3% | +77.8% | -23.6% | +14.8% |
| 5Y | +26.5% | +69.4% | -42.9% | -4.2% |
| 10Y | +155.6% | +100.5% | +55.1% | +61.1% |
| All | +155.6% | +98.3% | +57.3% | +61.1% |
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