+703.3%
ENB vs ET
+1,435.7%
-732.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -0.2% | +6.9% | -7.1% | -2.2% |
| 3M | -7.5% | +13.1% | -20.6% | -10.8% |
| 6M | -4.1% | +18.7% | -22.8% | -8.9% |
| YTD | +9.8% | +37.4% | -27.6% | -0.1% |
| 1Y | +8.7% | +34.8% | -26.1% | -0.6% |
| 3Y | +79.0% | +96.8% | -17.8% | +44.8% |
| 5Y | +69.1% | +238.2% | -169.1% | +16.0% |
| 10Y | +96.5% | +159.4% | -62.9% | +33.9% |
| All | +703.3% | +1,435.7% | -732.4% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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