+113.5%
ENB vs EAT
+320.8%
-207.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +3.1% | -4.0% | +7.1% | +3.7% |
| 30D | +2.1% | -2.9% | +5.0% | +2.3% |
| 3M | -4.4% | -16.9% | +12.5% | -2.4% |
| 6M | -10.1% | +57.0% | -67.0% | -16.7% |
| YTD | +5.2% | +38.2% | -33.0% | -1.7% |
| 1Y | +4.2% | +69.3% | -65.0% | -5.7% |
| 3Y | +70.1% | +483.0% | -412.9% | +20.0% |
| 5Y | +59.4% | +364.1% | -304.8% | +12.2% |
| All | +113.5% | +320.8% | -207.3% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling