+91.9%
EMR vs ENB
+51.1%
+40.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +4.0% |
| 7D | +2.1% | -3.7% | +5.8% | +3.8% |
| 30D | +4.8% | +1.7% | +3.0% | +4.0% |
| 3M | +7.5% | -6.3% | +13.8% | +10.3% |
| 6M | +20.9% | -9.2% | +30.0% | +24.9% |
| YTD | +29.2% | +3.1% | +26.1% | +24.6% |
| 1Y | +33.0% | +3.4% | +29.6% | +28.1% |
| 3Y | +109.8% | +68.9% | +40.8% | +48.5% |
| 5Y | +91.9% | +51.7% | +40.2% | +49.3% |
| All | +91.9% | +51.1% | +40.9% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling