+52.4%
EFA vs ENB
+61.9%
-9.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | +0.7% |
| 7D | -2.4% | -4.6% | +2.2% | -0.5% |
| 30D | -2.2% | -5.2% | +3.0% | -0.2% |
| 3M | +5.7% | -13.4% | +19.1% | +11.9% |
| 6M | +8.2% | -7.8% | +16.0% | +11.2% |
| YTD | +11.8% | +4.9% | +6.9% | +7.8% |
| 1Y | +18.3% | +3.2% | +15.0% | +14.8% |
| 3Y | +64.9% | +71.0% | -6.1% | +22.6% |
| 5Y | +52.4% | +64.0% | -11.6% | +14.9% |
| All | +52.4% | +61.9% | -9.5% | +14.9% |
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