+69.7%
ENB vs ES
-5.6%
+75.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -2.2% | -2.0% | -0.3% | -1.6% |
| 3M | -10.5% | +1.7% | -12.2% | -11.1% |
| 6M | -5.1% | -3.5% | -1.5% | -4.2% |
| YTD | +9.0% | +7.9% | +1.1% | +5.9% |
| 1Y | +8.2% | +17.2% | -8.9% | +1.2% |
| 3Y | +67.8% | +29.3% | +38.5% | +48.7% |
| All | +69.7% | -5.6% | +75.3% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling