+2,419.4%
ELV vs ENB
+2,143.4%
+276.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | +3.3% | -0.2% | +3.5% | +3.4% |
| 30D | +4.2% | -2.2% | +6.4% | +5.0% |
| 3M | -0.1% | -10.5% | +10.4% | +3.8% |
| 6M | +41.3% | -5.1% | +46.3% | +43.3% |
| YTD | +17.4% | +9.0% | +8.5% | +12.8% |
| 1Y | +35.1% | +8.2% | +26.9% | +29.9% |
| 3Y | -3.2% | +67.8% | -71.0% | -22.1% |
| 5Y | +15.6% | +69.4% | -53.8% | -8.3% |
| 10Y | +276.8% | +117.5% | +159.2% | +160.9% |
| All | +2,419.4% | +2,143.4% | +276.0% | +699.3% |
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