+395.7%
EFA vs ENB
+2,207.7%
-1,812.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +0.9% | -2.2% | +3.1% | +1.8% |
| 3M | +4.9% | -10.5% | +15.4% | +10.1% |
| 6M | +8.6% | -5.1% | +13.6% | +10.6% |
| YTD | +14.6% | +9.0% | +5.7% | +9.1% |
| 1Y | +22.6% | +8.2% | +14.4% | +16.9% |
| 3Y | +66.5% | +67.8% | -1.2% | +27.6% |
| 5Y | +54.5% | +69.4% | -14.8% | +17.0% |
| 10Y | +144.8% | +117.5% | +27.3% | +54.1% |
| All | +395.7% | +2,207.7% | -1,812.0% | +25.3% |
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