+277.4%
EMR vs ENB
+98.3%
+179.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +0.9% | -0.3% | +1.2% | +1.1% |
| 30D | -5.0% | -1.1% | -3.9% | -4.5% |
| 3M | +5.9% | -8.5% | +14.4% | +10.8% |
| 6M | +7.3% | -4.5% | +11.9% | +9.2% |
| YTD | +14.6% | +9.1% | +5.5% | +7.1% |
| 1Y | +15.6% | +8.0% | +7.7% | +8.7% |
| 3Y | +60.2% | +77.8% | -17.7% | +8.3% |
| 5Y | +65.8% | +69.4% | -3.5% | +14.6% |
| 10Y | +277.4% | +100.5% | +176.9% | +116.7% |
| All | +277.4% | +98.3% | +179.1% | +116.7% |
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