+4.2%
ENB vs EL
+23.3%
-19.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.6% |
| 7D | +3.1% | +1.5% | +1.6% | +3.2% |
| 30D | +2.1% | +10.0% | -7.9% | +2.9% |
| 3M | -4.4% | +28.4% | -32.8% | -2.3% |
| 6M | -10.1% | +37.1% | -47.1% | -7.5% |
| YTD | +5.2% | +7.8% | -2.6% | +7.4% |
| 1Y | +4.2% | +26.0% | -21.8% | +9.0% |
| All | +4.2% | +23.3% | -19.1% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling