+8,735.9%
ENB vs EME
+53,473.8%
-44,737.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +3.1% | +8.4% | -5.2% | +1.7% |
| 30D | +2.1% | -11.5% | +13.6% | +4.0% |
| 3M | -4.4% | -20.6% | +16.2% | -1.1% |
| 6M | -10.1% | -28.5% | +18.4% | -5.8% |
| YTD | +5.2% | +8.0% | -2.8% | +1.8% |
| 1Y | +4.2% | +6.8% | -2.5% | +1.0% |
| 3Y | +70.1% | +213.9% | -143.8% | +30.6% |
| 5Y | +59.4% | +414.8% | -355.4% | +10.3% |
| 10Y | +109.5% | +916.9% | -807.4% | +25.9% |
| All | +8,735.9% | +53,473.8% | -44,737.9% | +4,117.1% |
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 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