+6,634.2%
ENB vs EL
+1,831.4%
+4,802.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -1.8% | +0.3% | -2.0% | -1.8% |
| 30D | +2.0% | +12.3% | -10.2% | 0.0% |
| 3M | -5.8% | +28.4% | -34.2% | -10.2% |
| 6M | -9.7% | +36.7% | -46.4% | -15.2% |
| YTD | +4.2% | +8.4% | -4.2% | +0.6% |
| 1Y | +3.2% | +25.4% | -22.2% | -3.2% |
| 3Y | +70.6% | +3.4% | +67.2% | +58.9% |
| 5Y | +55.1% | -64.8% | +119.9% | +75.1% |
| 10Y | +107.6% | +63.0% | +44.6% | +74.8% |
| All | +6,634.2% | +1,831.4% | +4,802.8% | +4,272.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling