+32.3%
EEM vs ENB
+2.1%
+30.2%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.2% |
| 7D | -1.3% | -4.7% | +3.4% | -1.6% |
| 30D | +2.1% | -5.9% | +8.0% | +1.6% |
| 3M | +1.0% | -14.2% | +15.3% | +0.1% |
| 6M | +15.9% | -8.6% | +24.5% | +14.3% |
| YTD | +24.6% | +3.9% | +20.8% | +21.9% |
| 1Y | +32.3% | +1.8% | +30.5% | +30.0% |
| All | +32.3% | +2.1% | +30.2% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling