+14,085.9%
ECL vs ENB
+11,160.3%
+2,925.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.7% |
| 7D | -0.5% | -3.7% | +3.1% | +0.6% |
| 30D | +8.8% | +1.7% | +7.1% | +8.3% |
| 3M | +7.8% | -6.3% | +14.1% | +9.8% |
| 6M | +21.3% | -9.2% | +30.5% | +24.4% |
| YTD | +17.8% | +3.1% | +14.7% | +16.1% |
| 1Y | +21.1% | +3.4% | +17.7% | +19.2% |
| 3Y | +80.1% | +68.9% | +11.1% | +52.3% |
| 5Y | +40.5% | +51.7% | -11.2% | +22.5% |
| 10Y | +197.7% | +98.3% | +99.4% | +133.8% |
| All | +14,085.9% | +11,160.3% | +2,925.5% | +7,275.7% |
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 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