+98.3%
ENB vs ES
+82.6%
+15.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +1.7% | +5.7% | -4.0% | -0.3% |
| 3M | -6.3% | -2.8% | -3.5% | -5.5% |
| 6M | -9.2% | +7.0% | -16.2% | -11.5% |
| YTD | +3.1% | +6.8% | -3.7% | +0.3% |
| 1Y | +3.4% | -0.5% | +3.8% | +2.6% |
| 3Y | +68.9% | +47.2% | +21.8% | +42.4% |
| 5Y | +51.7% | +2.3% | +49.5% | +45.8% |
| 10Y | +98.3% | +85.6% | +12.7% | +52.9% |
| All | +98.3% | +82.6% | +15.7% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling