+176.4%
EOG vs ENB
+68.4%
+108.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.7% |
| 7D | -1.3% | -0.3% | -1.0% | -1.1% |
| 30D | +3.4% | -1.1% | +4.4% | +4.2% |
| 3M | +7.8% | -8.5% | +16.3% | +16.0% |
| 6M | +13.4% | -4.5% | +17.9% | +17.3% |
| YTD | +43.5% | +9.1% | +34.4% | +32.0% |
| 1Y | +29.7% | +8.0% | +21.7% | +20.0% |
| 3Y | +23.2% | +77.8% | -54.6% | -33.3% |
| 5Y | +176.4% | +69.4% | +107.0% | +55.4% |
| All | +176.4% | +68.4% | +108.0% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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