+255.8%
ELV vs ENB
+109.5%
+146.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | +1.0% | +3.1% | -2.2% | -0.3% |
| 30D | +0.4% | +2.1% | -1.7% | -0.5% |
| 3M | +8.4% | -4.4% | +12.8% | +10.1% |
| 6M | +8.4% | -10.1% | +18.5% | +12.4% |
| YTD | +24.4% | +5.2% | +19.2% | +20.3% |
| 1Y | +33.5% | +4.2% | +29.3% | +29.5% |
| 3Y | -2.1% | +70.1% | -72.2% | -24.0% |
| 5Y | +5.8% | +59.4% | -53.6% | -16.8% |
| All | +255.8% | +109.5% | +146.3% | +133.5% |
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 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