+3.7%
ENB vs ED
+25.7%
-22.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -2.4% | +2.1% | -4.5% | -3.3% |
| 30D | +2.5% | +12.4% | -9.9% | -3.0% |
| 3M | -5.8% | +13.1% | -18.9% | -11.1% |
| 6M | -8.5% | +14.1% | -22.6% | -13.9% |
| YTD | +3.9% | +23.1% | -19.2% | -3.8% |
| 1Y | +3.7% | +25.4% | -21.7% | -4.2% |
| All | +3.7% | +25.7% | -22.0% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling