+280.0%
EMR vs ENB
+99.3%
+180.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.6% |
| 7D | +0.7% | -2.4% | +3.1% | +2.1% |
| 30D | +3.5% | +2.5% | +1.0% | +2.0% |
| 3M | +5.9% | -5.8% | +11.7% | +9.3% |
| 6M | +19.4% | -8.5% | +27.9% | +24.4% |
| YTD | +27.7% | +3.9% | +23.8% | +22.5% |
| 1Y | +30.9% | +3.7% | +27.2% | +25.7% |
| 3Y | +104.2% | +70.1% | +34.1% | +41.1% |
| 5Y | +89.6% | +53.2% | +36.4% | +38.8% |
| 10Y | +280.0% | +100.2% | +179.8% | +117.8% |
| All | +280.0% | +99.3% | +180.8% | +117.8% |
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