+100.5%
ENB vs EL
+28.8%
+71.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.2% |
| 7D | -0.3% | -2.4% | +2.0% | +0.1% |
| 30D | -1.1% | +13.7% | -14.7% | -3.6% |
| 3M | -8.5% | +14.5% | -23.0% | -11.1% |
| 6M | -4.5% | +7.4% | -12.0% | -6.9% |
| YTD | +9.1% | -4.7% | +13.8% | +7.9% |
| 1Y | +8.0% | +12.9% | -5.0% | +2.3% |
| 3Y | +77.8% | -32.2% | +110.1% | +83.8% |
| 5Y | +69.4% | -68.4% | +137.8% | +119.6% |
| 10Y | +100.5% | +28.3% | +72.2% | +51.2% |
| All | +100.5% | +28.8% | +71.6% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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