+62.1%
EMR vs ENB
+79.6%
-17.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +3.1% | -0.5% | +3.5% | +3.1% |
| 30D | -3.5% | -0.2% | -3.3% | -3.5% |
| 3M | +9.8% | -7.5% | +17.3% | +11.4% |
| 6M | +10.8% | -4.1% | +14.9% | +11.2% |
| YTD | +15.9% | +9.8% | +6.1% | +11.6% |
| 1Y | +16.4% | +8.7% | +7.7% | +12.5% |
| 3Y | +62.1% | +79.0% | -16.9% | +27.7% |
| All | +62.1% | +79.6% | -17.5% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling