+113.5%
ENB vs ETR
+378.9%
-265.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +3.1% | +1.2% | +2.0% | +2.6% |
| 30D | +2.1% | +7.0% | -4.9% | -0.7% |
| 3M | -4.4% | +4.6% | -9.0% | -6.3% |
| 6M | -10.1% | +0.1% | -10.2% | -10.3% |
| YTD | +5.2% | +23.2% | -18.0% | -3.8% |
| 1Y | +4.2% | +20.6% | -16.3% | -4.0% |
| 3Y | +70.1% | +156.3% | -86.2% | +11.2% |
| 5Y | +59.4% | +159.6% | -100.2% | +2.4% |
| All | +113.5% | +378.9% | -265.4% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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