+69.1%
ENB vs ELF
+239.6%
-170.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +0.9% |
| 7D | -0.5% | -1.2% | +0.7% | -0.5% |
| 30D | -0.2% | +5.9% | -6.1% | -0.3% |
| 3M | -7.5% | +99.5% | -107.0% | -9.0% |
| 6M | -4.1% | +26.5% | -30.7% | -4.6% |
| YTD | +9.8% | +37.2% | -27.4% | +8.8% |
| 1Y | +8.7% | -24.4% | +33.1% | +9.3% |
| 3Y | +79.0% | -23.3% | +102.3% | +75.1% |
| 5Y | +69.1% | +245.2% | -176.1% | +35.3% |
| All | +69.1% | +239.6% | -170.5% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling