+777.4%
ENB vs EFV
+256.4%
+521.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | -0.5% | +1.0% | -1.5% | -1.1% |
| 30D | -0.2% | +0.2% | -0.4% | -0.4% |
| 3M | -7.5% | +9.6% | -17.1% | -13.1% |
| 6M | -4.1% | +14.0% | -18.2% | -12.6% |
| YTD | +9.8% | +18.5% | -8.7% | -2.7% |
| 1Y | +8.7% | +27.9% | -19.2% | -8.6% |
| 3Y | +79.0% | +92.4% | -13.4% | +13.6% |
| 5Y | +69.1% | +97.2% | -28.1% | +5.3% |
| 10Y | +96.5% | +163.0% | -66.5% | +2.8% |
| All | +777.4% | +256.4% | +521.0% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling