+12,781.7%
ECL vs ENB
+11,799.4%
+982.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -2.2% | -2.2% | +0.1% | -1.6% |
| 3M | +10.1% | -10.5% | +20.6% | +13.6% |
| 6M | -5.7% | -5.1% | -0.7% | -4.6% |
| YTD | +7.0% | +9.0% | -2.0% | +3.8% |
| 1Y | +2.7% | +8.2% | -5.5% | -0.2% |
| 3Y | +57.7% | +67.8% | -10.0% | +33.6% |
| 5Y | +31.1% | +69.4% | -38.2% | +10.7% |
| 10Y | +150.9% | +117.5% | +33.3% | +92.0% |
| All | +12,781.7% | +11,799.4% | +982.3% | +6,493.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling