+31.4%
ELV vs ENB
+7.9%
+23.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | -0.2% | -1.1% | +0.9% | -0.3% |
| 3M | -6.1% | -8.5% | +2.4% | -6.7% |
| 6M | +42.8% | -4.5% | +47.4% | +42.0% |
| YTD | +14.4% | +9.1% | +5.3% | +14.1% |
| All | +31.4% | +7.9% | +23.5% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling