+11,799.4%
ENB vs ETR
+4,412.2%
+7,387.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -0.2% | +1.4% | -1.7% | -0.6% |
| 30D | -2.2% | +1.0% | -3.2% | -2.5% |
| 3M | -10.5% | -1.3% | -9.3% | -10.2% |
| 6M | -5.1% | +1.9% | -7.0% | -5.7% |
| YTD | +9.0% | +18.2% | -9.2% | +3.9% |
| 1Y | +8.2% | +24.7% | -16.5% | +1.5% |
| 3Y | +67.8% | +150.7% | -82.9% | +28.7% |
| 5Y | +69.4% | +127.0% | -57.7% | +32.8% |
| 10Y | +117.5% | +295.5% | -177.9% | +48.3% |
| All | +11,799.4% | +4,412.2% | +7,387.1% | +6,573.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling