+62.9%
EMR vs ENB
+71.0%
-8.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | +3.1% | -0.5% | +3.5% | +3.3% |
| 30D | -3.5% | -0.2% | -3.3% | -3.5% |
| 3M | +9.8% | -7.5% | +17.3% | +13.1% |
| 6M | +10.8% | -4.1% | +14.9% | +11.9% |
| YTD | +15.9% | +9.8% | +6.1% | +9.1% |
| 1Y | +16.4% | +8.7% | +7.7% | +10.0% |
| 3Y | +62.1% | +79.0% | -16.9% | +12.6% |
| 5Y | +62.9% | +69.1% | -6.2% | +16.3% |
| All | +62.9% | +71.0% | -8.1% | +16.3% |
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