+280.4%
EMR vs ENB
+109.5%
+170.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | +2.8% | +3.1% | -0.3% | +1.1% |
| 30D | +3.7% | +2.1% | +1.5% | +2.4% |
| 3M | +2.0% | -4.4% | +6.5% | +4.4% |
| 6M | +22.1% | -10.1% | +32.2% | +28.6% |
| YTD | +27.2% | +5.2% | +22.1% | +21.2% |
| 1Y | +32.0% | +4.2% | +27.8% | +26.3% |
| 3Y | +103.3% | +70.1% | +33.2% | +40.5% |
| 5Y | +88.2% | +59.4% | +28.8% | +34.4% |
| All | +280.4% | +109.5% | +170.9% | +116.8% |
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