+102.9%
ENB vs ELF
+317.0%
-214.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.4% |
| 7D | -0.3% | -6.8% | +6.5% | +0.2% |
| 30D | -1.1% | +5.1% | -6.2% | -1.5% |
| 3M | -8.5% | +79.8% | -88.2% | -12.7% |
| 6M | -4.5% | +29.7% | -34.3% | -7.0% |
| YTD | +9.1% | +31.6% | -22.5% | +5.7% |
| 1Y | +8.0% | -27.9% | +35.9% | +9.0% |
| 3Y | +77.8% | -26.4% | +104.3% | +71.1% |
| 5Y | +69.4% | +235.6% | -166.2% | +29.0% |
| All | +102.9% | +317.0% | -214.1% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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