+2.9%
ENB vs ELF
+48.3%
-45.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.7% |
| 7D | -2.4% | +6.3% | -8.7% | -2.1% |
| 30D | +2.5% | +8.5% | -6.0% | +3.0% |
| 3M | -5.8% | +24.4% | -30.2% | -4.6% |
| 6M | -8.5% | +94.7% | -103.2% | -5.7% |
| YTD | +3.9% | +55.9% | -52.0% | +5.9% |
| All | +2.9% | +48.3% | -45.4% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling