+88.5%
ENB vs EFV
+169.9%
-81.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.9% |
| 7D | -4.7% | -0.8% | -3.8% | -4.0% |
| 30D | -5.9% | +0.6% | -6.5% | -6.4% |
| 3M | -14.2% | +7.5% | -21.8% | -19.5% |
| 6M | -8.6% | +13.0% | -21.6% | -18.2% |
| YTD | +3.9% | +18.3% | -14.4% | -11.0% |
| 1Y | +1.8% | +26.7% | -24.9% | -18.1% |
| 3Y | +68.5% | +89.6% | -21.1% | -7.2% |
| 5Y | +62.4% | +98.2% | -35.8% | -15.1% |
| All | +88.5% | +169.9% | -81.3% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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