+11,799.4%
ENB vs EFX
+6,408.3%
+5,391.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | +0.2% |
| 7D | -0.2% | -8.6% | +8.4% | +1.2% |
| 30D | -2.2% | +0.1% | -2.3% | -2.4% |
| 3M | -10.5% | +3.8% | -14.3% | -11.5% |
| 6M | -5.1% | -13.5% | +8.4% | -3.5% |
| YTD | +9.0% | -17.7% | +26.6% | +11.2% |
| 1Y | +8.2% | -25.6% | +33.8% | +12.1% |
| 3Y | +67.8% | -12.1% | +79.8% | +66.0% |
| 5Y | +69.4% | -33.8% | +103.2% | +73.3% |
| 10Y | +117.5% | +45.1% | +72.4% | +91.6% |
| All | +11,799.4% | +6,408.3% | +5,391.1% | +7,647.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling