-33.4%
ELAN vs ENB
+137.1%
-170.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -2.9% | -2.6% |
| 7D | +0.3% | -0.5% | +0.7% | +0.5% |
| 30D | +8.4% | -0.2% | +8.6% | +8.3% |
| 3M | +1.2% | -7.5% | +8.7% | +5.1% |
| 6M | +2.6% | -4.1% | +6.7% | +4.1% |
| YTD | +5.9% | +9.8% | -3.9% | -0.8% |
| 1Y | +25.8% | +8.7% | +17.1% | +18.2% |
| 3Y | +106.8% | +79.0% | +27.8% | +44.4% |
| 5Y | -29.3% | +69.1% | -98.4% | -48.8% |
| All | -33.4% | +137.1% | -170.5% | -62.8% |
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 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