+121.4%
ENB vs ESI
+207.0%
-85.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -0.6% |
| 7D | -1.8% | +1.8% | -3.6% | -2.3% |
| 30D | +2.0% | -6.6% | +8.6% | +3.2% |
| 3M | -5.8% | -9.4% | +3.5% | -4.4% |
| 6M | -9.7% | -24.1% | +14.4% | -5.6% |
| YTD | +4.2% | +37.1% | -32.9% | -6.8% |
| 1Y | +3.2% | +24.5% | -21.3% | -5.7% |
| 3Y | +70.6% | +83.2% | -12.6% | +37.0% |
| 5Y | +55.1% | +44.0% | +11.2% | +30.1% |
| 10Y | +107.6% | +332.8% | -225.2% | +22.9% |
| All | +121.4% | +207.0% | -85.6% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling