+51.7%
ENB vs EL
-65.0%
+116.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.9% |
| 7D | -3.7% | +8.0% | -11.7% | -4.1% |
| 30D | +1.7% | +15.4% | -13.7% | +0.8% |
| 3M | -6.3% | +28.5% | -34.8% | -8.0% |
| 6M | -9.2% | +32.2% | -41.4% | -11.1% |
| YTD | +3.1% | +9.2% | -6.1% | +1.9% |
| 1Y | +3.4% | +30.8% | -27.4% | +0.3% |
| 3Y | +68.9% | +3.7% | +65.2% | +64.7% |
| 5Y | +51.7% | -64.8% | +116.5% | +71.8% |
| All | +51.7% | -65.0% | +116.7% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling