+69.1%
ENB vs EAT
+326.5%
-257.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.1% | +1.0% |
| 7D | -0.5% | -4.9% | +4.4% | -0.1% |
| 30D | -0.2% | -1.2% | +1.0% | -0.2% |
| 3M | -7.5% | +52.2% | -59.8% | -10.8% |
| 6M | -4.1% | +65.0% | -69.2% | -8.5% |
| YTD | +9.8% | +55.0% | -45.2% | +5.1% |
| 1Y | +8.7% | +42.1% | -33.4% | +4.7% |
| 3Y | +79.0% | +614.7% | -535.7% | +38.8% |
| 5Y | +69.1% | +322.7% | -253.7% | +33.0% |
| All | +69.1% | +326.5% | -257.4% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling