+121.1%
EEM vs ENB
+109.5%
+11.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +2.7% | +3.1% | -0.4% | +1.5% |
| 30D | -5.4% | +2.1% | -7.5% | -6.2% |
| 3M | -8.6% | -4.4% | -4.2% | -7.2% |
| 6M | -8.9% | -10.1% | +1.2% | -5.7% |
| YTD | +11.9% | +5.2% | +6.7% | +8.3% |
| 1Y | +13.1% | +4.2% | +8.8% | +9.7% |
| 3Y | +70.7% | +70.1% | +0.6% | +33.2% |
| 5Y | +31.8% | +59.4% | -27.6% | +4.8% |
| All | +121.1% | +109.5% | +11.7% | +47.5% |
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