+11,799.4%
ENB vs EAT
+11,644.8%
+154.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -2.2% | +1.9% | -4.1% | -2.6% |
| 3M | -10.5% | +68.7% | -79.2% | -15.9% |
| 6M | -5.1% | +66.9% | -72.0% | -11.1% |
| YTD | +9.0% | +60.4% | -51.5% | +2.2% |
| 1Y | +8.2% | +44.0% | -35.8% | +2.4% |
| 3Y | +67.8% | +604.7% | -536.9% | +28.8% |
| 5Y | +69.4% | +347.0% | -277.7% | +33.3% |
| 10Y | +117.5% | +390.8% | -273.2% | +53.7% |
| All | +11,799.4% | +11,644.8% | +154.6% | +6,746.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling