+252.7%
ELV vs ENB
+102.2%
+150.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -0.2% | -1.1% | +0.9% | +0.2% |
| 3M | -6.1% | -8.5% | +2.4% | -3.0% |
| 6M | +42.8% | -4.5% | +47.4% | +44.7% |
| YTD | +14.4% | +9.1% | +5.3% | +9.3% |
| 1Y | +28.6% | +8.0% | +20.7% | +23.3% |
| 3Y | -7.4% | +77.8% | -85.2% | -29.4% |
| 5Y | +14.5% | +69.4% | -54.9% | -12.1% |
| All | +252.7% | +102.2% | +150.5% | +135.8% |
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 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