+11,245.8%
ENB vs ED
+2,476.3%
+8,769.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -2.4% | +2.1% | -4.5% | -3.0% |
| 30D | +2.5% | +12.4% | -9.9% | -0.8% |
| 3M | -5.8% | +13.1% | -18.9% | -9.0% |
| 6M | -8.5% | +14.1% | -22.6% | -11.8% |
| YTD | +3.9% | +23.1% | -19.2% | -1.9% |
| 1Y | +3.7% | +25.4% | -21.7% | -2.7% |
| 3Y | +70.1% | +47.9% | +22.2% | +52.1% |
| 5Y | +53.2% | +81.9% | -28.7% | +29.6% |
| 10Y | +100.2% | +141.3% | -41.1% | +55.0% |
| All | +11,245.8% | +2,476.3% | +8,769.6% | +6,512.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling