+6,940.6%
ENB vs EL
+1,685.7%
+5,254.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.8% | -1.3% |
| 7D | -0.2% | +0.8% | -1.0% | -0.4% |
| 30D | -2.2% | +19.8% | -22.1% | -5.5% |
| 3M | -10.5% | +25.7% | -36.2% | -14.4% |
| 6M | -5.1% | +5.4% | -10.5% | -7.1% |
| YTD | +9.0% | +0.2% | +8.7% | +6.8% |
| 1Y | +8.2% | +20.4% | -12.2% | +2.0% |
| 3Y | +67.8% | -32.1% | +99.9% | +69.1% |
| 5Y | +69.4% | -67.2% | +136.6% | +93.5% |
| 10Y | +117.5% | +31.7% | +85.8% | +90.0% |
| All | +6,940.6% | +1,685.7% | +5,254.9% | +4,542.3% |
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