+77.8%
ECL vs ENB
+63.8%
+14.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | -1.2% |
| 7D | -0.8% | -5.2% | +4.4% | +0.3% |
| 30D | +8.1% | +2.2% | +5.9% | +7.7% |
| 3M | +6.4% | -8.1% | +14.4% | +8.0% |
| 6M | +14.8% | -11.2% | +25.9% | +17.1% |
| YTD | +15.5% | +2.0% | +13.5% | +13.6% |
| 1Y | +20.1% | +4.1% | +16.1% | +17.5% |
| 3Y | +77.8% | +64.7% | +13.0% | +67.6% |
| All | +77.8% | +63.8% | +14.0% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling