+854.3%
EEM vs ENB
+1,783.2%
-928.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.3% |
| 7D | +2.3% | -0.2% | +2.5% | +2.4% |
| 30D | +4.5% | -2.2% | +6.8% | +5.7% |
| 3M | -0.1% | -10.5% | +10.4% | +5.8% |
| 6M | +16.9% | -5.1% | +22.0% | +19.3% |
| YTD | +26.2% | +9.0% | +17.3% | +18.4% |
| 1Y | +40.5% | +8.2% | +32.3% | +32.1% |
| 3Y | +86.2% | +67.8% | +18.4% | +33.2% |
| 5Y | +45.5% | +69.4% | -23.9% | +1.6% |
| 10Y | +128.6% | +117.5% | +11.1% | +24.8% |
| All | +854.3% | +1,783.2% | -928.9% | +58.5% |
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 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