+70.6%
ENB vs EME
+545.9%
-475.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.4% |
| 7D | -0.3% | +2.7% | -3.0% | -0.6% |
| 30D | -1.1% | -6.8% | +5.7% | -0.5% |
| 3M | -8.5% | -8.8% | +0.4% | -8.0% |
| 6M | -4.5% | +5.0% | -9.5% | -5.7% |
| YTD | +9.1% | +23.5% | -14.4% | +5.5% |
| 1Y | +8.0% | +21.3% | -13.3% | +3.8% |
| 3Y | +77.8% | +241.1% | -163.2% | +34.1% |
| All | +70.6% | +545.9% | -475.4% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling