+53.2%
ENB vs EAT
+342.4%
-289.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.1% |
| 7D | -2.4% | -5.9% | +3.5% | -2.0% |
| 30D | +2.5% | +0.7% | +1.8% | +2.3% |
| 3M | -5.8% | -14.2% | +8.4% | -5.0% |
| 6M | -8.5% | +40.7% | -49.2% | -11.5% |
| YTD | +3.9% | +36.0% | -32.1% | +0.2% |
| 1Y | +3.7% | +83.1% | -79.4% | -2.9% |
| 3Y | +70.1% | +474.8% | -404.8% | +34.4% |
| 5Y | +53.2% | +347.6% | -294.4% | +22.5% |
| All | +53.2% | +342.4% | -289.2% | +22.5% |
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