+3,912.1%
EMR vs ENB
+11,799.4%
-7,887.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -5.6% | -2.2% | -3.4% | -4.9% |
| 3M | +7.9% | -10.5% | +18.4% | +11.9% |
| 6M | +6.0% | -5.1% | +11.1% | +7.5% |
| YTD | +16.4% | +9.0% | +7.5% | +12.1% |
| 1Y | +16.6% | +8.2% | +8.4% | +12.5% |
| 3Y | +62.9% | +67.8% | -4.9% | +33.0% |
| 5Y | +60.1% | +69.4% | -9.3% | +30.4% |
| 10Y | +268.8% | +117.5% | +151.2% | +172.8% |
| All | +3,912.1% | +11,799.4% | -7,887.3% | +1,931.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling