+51.7%
ENB vs ESI
+42.9%
+8.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +0.4% |
| 7D | -3.7% | -3.5% | -0.2% | -3.3% |
| 30D | +1.7% | -9.3% | +11.0% | +2.8% |
| 3M | -6.3% | -12.8% | +6.5% | -5.0% |
| 6M | -9.2% | -24.6% | +15.4% | -6.6% |
| YTD | +3.1% | +32.7% | -29.6% | -5.1% |
| 1Y | +3.4% | +20.3% | -16.9% | -3.1% |
| 3Y | +68.9% | +80.2% | -11.3% | +38.0% |
| 5Y | +51.7% | +40.0% | +11.8% | +27.6% |
| All | +51.7% | +42.9% | +8.8% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling