+90.4%
ENB vs EFX
+41.8%
+48.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -4.6% | -11.1% | +6.6% | -2.1% |
| 30D | -5.2% | -7.4% | +2.2% | -3.8% |
| 3M | -13.4% | +1.5% | -14.9% | -14.3% |
| 6M | -7.8% | -13.7% | +5.9% | -5.7% |
| YTD | +4.9% | -21.9% | +26.7% | +9.1% |
| 1Y | +3.2% | -30.8% | +34.0% | +10.4% |
| 3Y | +71.0% | -12.4% | +83.3% | +65.8% |
| 5Y | +64.0% | -35.9% | +99.9% | +69.5% |
| All | +90.4% | +41.8% | +48.6% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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