+61.1%
ENB vs ETR
+122.3%
-61.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -4.7% | -1.8% | -2.8% | -4.0% |
| 30D | -5.9% | -1.8% | -4.1% | -5.3% |
| 3M | -14.2% | -3.6% | -10.7% | -13.1% |
| 6M | -8.6% | +2.6% | -11.2% | -9.6% |
| YTD | +3.9% | +16.0% | -12.1% | -1.8% |
| 1Y | +1.8% | +20.1% | -18.3% | -5.1% |
| 3Y | +68.5% | +143.6% | -75.1% | +15.5% |
| All | +61.1% | +122.3% | -61.3% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling