+128.5%
EEM vs ENB
+92.6%
+36.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.6% |
| 7D | -1.3% | -4.7% | +3.4% | +0.6% |
| 30D | +2.1% | -5.9% | +8.0% | +4.4% |
| 3M | +1.0% | -14.2% | +15.3% | +7.0% |
| 6M | +15.9% | -8.6% | +24.5% | +19.3% |
| YTD | +24.6% | +3.9% | +20.8% | +21.3% |
| 1Y | +32.3% | +1.8% | +30.5% | +29.7% |
| 3Y | +85.9% | +68.5% | +17.4% | +45.5% |
| 5Y | +45.4% | +62.4% | -17.1% | +14.5% |
| All | +128.5% | +92.6% | +36.0% | +61.7% |
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 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