+477.4%
ENB vs EMB
+127.1%
+350.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | -2.4% | +0.5% | -2.9% | -2.8% |
| 30D | +2.5% | +0.9% | +1.6% | +1.7% |
| 3M | -5.8% | -2.1% | -3.7% | -4.2% |
| 6M | -8.5% | -2.2% | -6.3% | -7.0% |
| YTD | +3.9% | -0.6% | +4.5% | +4.2% |
| 1Y | +3.7% | +0.2% | +3.5% | +3.2% |
| 3Y | +70.1% | +29.5% | +40.5% | +36.9% |
| 5Y | +53.2% | +8.0% | +45.2% | +42.7% |
| 10Y | +100.2% | +35.3% | +64.9% | +63.1% |
| All | +477.4% | +127.1% | +350.2% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling