+131.5%
ENB vs ESI
+224.6%
-93.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.5% |
| 7D | -0.2% | +3.3% | -3.5% | -1.0% |
| 30D | -2.2% | -5.9% | +3.6% | -1.0% |
| 3M | -10.5% | -14.1% | +3.6% | -8.4% |
| 6M | -5.1% | +6.6% | -11.6% | -8.6% |
| YTD | +9.0% | +45.0% | -36.1% | -3.2% |
| 1Y | +8.2% | +41.5% | -33.2% | -3.8% |
| 3Y | +67.8% | +78.8% | -11.0% | +36.5% |
| 5Y | +69.4% | +70.9% | -1.5% | +36.5% |
| 10Y | +117.5% | +317.1% | -199.6% | +30.2% |
| All | +131.5% | +224.6% | -93.2% | +53.4% |
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