+102.7%
ENB vs ELF
+357.0%
-254.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | -0.2% | +5.4% | -5.6% | -0.6% |
| 30D | -2.2% | +27.0% | -29.2% | -4.0% |
| 3M | -10.5% | +113.2% | -123.7% | -15.8% |
| 6M | -5.1% | +36.6% | -41.6% | -7.8% |
| YTD | +9.0% | +44.2% | -35.3% | +4.9% |
| 1Y | +8.2% | -18.0% | +26.2% | +8.1% |
| 3Y | +67.8% | -19.9% | +87.7% | +60.5% |
| 5Y | +69.4% | +257.7% | -188.3% | +28.7% |
| All | +102.7% | +357.0% | -254.3% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling