+11,799.4%
ENB vs ES
+1,243.3%
+10,556.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 3M | -10.5% | +1.7% | -12.2% | -10.9% |
| 6M | -5.1% | -3.5% | -1.5% | -4.4% |
| YTD | +9.0% | +7.9% | +1.1% | +6.7% |
| 1Y | +8.2% | +17.2% | -8.9% | +3.4% |
| 3Y | +67.8% | +29.3% | +38.5% | +54.8% |
| 5Y | +69.4% | -5.7% | +75.1% | +68.1% |
| 10Y | +117.5% | +85.2% | +32.3% | +84.0% |
| All | +11,799.4% | +1,243.3% | +10,556.1% | +7,260.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling