+2,569.4%
ELV vs ENB
+2,054.7%
+514.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +1.1% | +1.4% | -0.3% | +0.5% |
| 3M | +8.2% | -5.2% | +13.4% | +10.1% |
| 6M | +10.2% | -9.9% | +20.2% | +14.0% |
| YTD | +24.4% | +4.7% | +19.8% | +21.1% |
| 1Y | +33.8% | +2.8% | +31.1% | +31.1% |
| 3Y | -1.4% | +71.3% | -72.7% | -21.3% |
| 5Y | +5.8% | +58.6% | -52.8% | -14.0% |
| 10Y | +269.1% | +108.5% | +160.6% | +159.5% |
| All | +2,569.4% | +2,054.7% | +514.7% | +758.1% |
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