+4,285.9%
EMR vs ENB
+11,281.5%
-6,995.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.0% | -1.8% | -0.2% | -1.3% |
| 30D | +2.8% | +2.0% | +0.8% | +2.1% |
| 3M | +2.0% | -5.8% | +7.8% | +4.0% |
| 6M | +20.7% | -9.7% | +30.4% | +24.5% |
| YTD | +27.3% | +4.2% | +23.1% | +24.3% |
| 1Y | +31.0% | +3.2% | +27.8% | +28.4% |
| 3Y | +103.6% | +70.6% | +33.0% | +65.2% |
| 5Y | +88.6% | +55.1% | +33.4% | +58.3% |
| 10Y | +280.6% | +107.6% | +173.0% | +186.4% |
| All | +4,285.9% | +11,281.5% | -6,995.6% | +2,153.1% |
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