+197.5%
ECL vs ENB
+108.4%
+89.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +6.6% | +1.4% | +5.2% | +5.9% |
| 3M | +9.6% | -5.2% | +14.8% | +12.1% |
| 6M | +21.6% | -9.9% | +31.5% | +26.8% |
| YTD | +16.9% | +4.7% | +12.2% | +13.2% |
| 1Y | +17.9% | +2.8% | +15.1% | +15.0% |
| 3Y | +76.5% | +71.3% | +5.2% | +33.3% |
| 5Y | +36.6% | +58.6% | -22.0% | +6.5% |
| All | +197.5% | +108.4% | +89.1% | +87.6% |
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