+9,124.5%
ENB vs EME
+62,686.4%
-53,561.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.3% |
| 7D | -0.5% | +5.2% | -5.6% | -1.3% |
| 30D | -0.2% | -5.4% | +5.1% | +0.6% |
| 3M | -7.5% | -6.1% | -1.4% | -7.2% |
| 6M | -4.1% | +9.7% | -13.8% | -6.7% |
| YTD | +9.8% | +26.6% | -16.8% | +3.9% |
| 1Y | +8.7% | +24.6% | -15.9% | +2.3% |
| 3Y | +79.0% | +249.6% | -170.6% | +35.4% |
| 5Y | +69.1% | +556.6% | -487.5% | +12.4% |
| 10Y | +96.5% | +1,286.6% | -1,190.1% | +12.7% |
| All | +9,124.5% | +62,686.4% | -53,561.9% | +4,201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling