+70.1%
ENB vs EME
+216.1%
-146.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +3.1% | +8.4% | -5.2% | +2.9% |
| 30D | +2.1% | -11.5% | +13.6% | +2.4% |
| 3M | -4.4% | -20.6% | +16.2% | -3.9% |
| 6M | -10.1% | -28.5% | +18.4% | -9.3% |
| YTD | +5.2% | +8.0% | -2.8% | +4.4% |
| 1Y | +4.2% | +6.8% | -2.5% | +3.5% |
| 3Y | +70.1% | +213.9% | -143.8% | +55.4% |
| All | +70.1% | +216.1% | -146.0% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 3y: compounded portfolio wealth divided by compounded EME 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…
3y analysis · Full analysis span regression · 6 months rolling