+3.2%
ENB vs EAT
+38.2%
-34.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.6% | -3.9% |
| 7D | -4.6% | -6.2% | +1.6% | -4.7% |
| 30D | -5.2% | -3.0% | -2.2% | -5.3% |
| 3M | -13.4% | +45.6% | -59.0% | -13.0% |
| 6M | -7.8% | +53.5% | -61.4% | -7.3% |
| YTD | +4.9% | +49.6% | -44.7% | +4.9% |
| 1Y | +3.2% | +38.9% | -35.7% | +3.1% |
| All | +3.2% | +38.2% | -34.9% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling