+95.7%
ENB vs ES
+85.7%
+9.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.5% |
| 7D | -5.2% | +1.9% | -7.1% | -5.8% |
| 30D | +2.2% | +7.1% | -4.9% | -0.3% |
| 3M | -8.1% | -1.9% | -6.1% | -7.5% |
| 6M | -11.2% | +4.4% | -15.5% | -12.7% |
| YTD | +2.0% | +7.3% | -5.3% | -0.9% |
| 1Y | +4.1% | +2.1% | +1.9% | +2.3% |
| 3Y | +64.7% | +41.8% | +22.9% | +40.8% |
| 5Y | +46.6% | +1.4% | +45.1% | +41.3% |
| All | +95.7% | +85.7% | +9.9% | +52.3% |
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