+46.6%
EEM vs ENB
+68.4%
-21.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | +5.1% | -1.1% | +6.1% | +5.4% |
| 3M | +4.6% | -8.5% | +13.0% | +7.4% |
| 6M | +17.8% | -4.5% | +22.3% | +18.8% |
| YTD | +25.8% | +9.1% | +16.7% | +20.1% |
| 1Y | +36.4% | +8.0% | +28.4% | +30.6% |
| 3Y | +90.0% | +77.8% | +12.2% | +44.8% |
| 5Y | +46.6% | +69.4% | -22.8% | +11.8% |
| All | +46.6% | +68.4% | -21.9% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling