+90.4%
ENB vs ESI
+310.7%
-220.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.5% | +0.7% | -2.8% |
| 7D | -4.6% | -2.3% | -2.2% | -4.0% |
| 30D | -5.2% | -9.0% | +3.8% | -3.2% |
| 3M | -13.4% | -13.3% | -0.1% | -11.5% |
| 6M | -7.8% | +5.3% | -13.1% | -11.3% |
| YTD | +4.9% | +37.6% | -32.7% | -6.6% |
| 1Y | +3.2% | +33.6% | -30.4% | -7.9% |
| 3Y | +71.0% | +75.8% | -4.8% | +35.9% |
| 5Y | +64.0% | +68.6% | -4.6% | +28.4% |
| All | +90.4% | +310.7% | -220.4% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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