+49.9%
ENB vs ED
+80.7%
-30.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.2% | -1.5% |
| 7D | -5.2% | +1.6% | -6.8% | -5.9% |
| 30D | +2.2% | +13.3% | -11.1% | -3.3% |
| 3M | -8.1% | +9.7% | -17.8% | -11.8% |
| 6M | -11.2% | +12.8% | -24.0% | -15.8% |
| YTD | +2.0% | +22.3% | -20.3% | -6.6% |
| 1Y | +4.1% | +26.3% | -22.2% | -6.1% |
| 3Y | +64.7% | +45.0% | +19.7% | +38.3% |
| All | +49.9% | +80.7% | -30.7% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling