-35.6%
ELAN vs ENB
+124.3%
-160.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.9% |
| 7D | -5.4% | -4.7% | -0.8% | -3.0% |
| 30D | +4.7% | -5.9% | +10.6% | +7.9% |
| 3M | -3.7% | -14.2% | +10.6% | +4.3% |
| 6M | -1.2% | -8.6% | +7.4% | +2.8% |
| YTD | +2.4% | +3.9% | -1.5% | -1.3% |
| 1Y | +23.4% | +1.8% | +21.6% | +20.0% |
| 3Y | +96.7% | +68.5% | +28.2% | +41.8% |
| 5Y | -30.6% | +62.4% | -93.0% | -48.6% |
| All | -35.6% | +124.3% | -160.0% | -63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling