+100.5%
ENB vs EMB
+29.7%
+70.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -1.1% | -0.3% | -0.8% | -0.8% |
| 3M | -8.5% | -0.3% | -8.2% | -8.3% |
| 6M | -4.5% | +0.7% | -5.3% | -5.7% |
| YTD | +9.1% | +1.3% | +7.8% | +7.1% |
| 1Y | +8.0% | +4.7% | +3.3% | +1.9% |
| 3Y | +77.8% | +30.1% | +47.7% | +29.3% |
| 5Y | +69.4% | +6.9% | +62.5% | +63.1% |
| 10Y | +100.5% | +30.7% | +69.7% | +52.4% |
| All | +100.5% | +29.7% | +70.8% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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