-11.2%
ENB vs ES
+4.1%
-15.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.2% |
| 7D | -5.2% | +1.9% | -7.1% | -6.0% |
| 30D | +2.2% | +7.1% | -4.9% | -1.1% |
| 3M | -8.1% | -1.9% | -6.1% | -7.1% |
| 6M | -11.2% | +4.4% | -15.5% | -13.2% |
| All | -11.2% | +4.1% | -15.2% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling