+100.5%
ENB vs ED
+105.2%
-4.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | -0.3% | -0.2% | -0.2% | -0.3% |
| 30D | -1.1% | +1.9% | -3.0% | -1.8% |
| 3M | -8.5% | +1.9% | -10.3% | -9.1% |
| 6M | -4.5% | -2.3% | -2.3% | -3.9% |
| YTD | +9.1% | +10.9% | -1.8% | +5.1% |
| 1Y | +8.0% | +14.5% | -6.6% | +2.7% |
| 3Y | +77.8% | +33.4% | +44.4% | +59.5% |
| 5Y | +69.4% | +67.3% | +2.1% | +40.8% |
| 10Y | +100.5% | +110.7% | -10.2% | +48.4% |
| All | +100.5% | +105.2% | -4.8% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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