+6,923.2%
ENB vs DVA
+4,923.3%
+1,999.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +3.1% | -8.8% | +11.9% | +3.9% |
| 30D | +2.1% | -3.4% | +5.5% | +2.3% |
| 3M | -4.4% | -2.6% | -1.9% | -4.4% |
| 6M | -10.1% | -11.9% | +1.8% | -9.4% |
| YTD | +5.2% | +53.6% | -48.5% | +0.3% |
| 1Y | +4.2% | +41.9% | -37.6% | +0.1% |
| 3Y | +70.1% | +97.5% | -27.4% | +57.6% |
| 5Y | +59.4% | +65.0% | -5.6% | +47.9% |
| 10Y | +109.5% | +193.2% | -83.7% | +84.2% |
| All | +6,923.2% | +4,923.3% | +1,999.9% | +5,693.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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