+195.6%
EQT vs ENB
+63.1%
+132.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.5% | +4.2% |
| 7D | -1.2% | -4.6% | +3.4% | +3.0% |
| 30D | +1.1% | -5.2% | +6.3% | +5.9% |
| 3M | +4.8% | -13.4% | +18.2% | +19.2% |
| 6M | -10.6% | -7.8% | -2.8% | -4.5% |
| YTD | +3.4% | +4.9% | -1.5% | -3.2% |
| 1Y | +8.7% | +3.2% | +5.4% | +3.2% |
| 3Y | +35.0% | +71.0% | -36.0% | -27.2% |
| All | +195.6% | +63.1% | +132.4% | +76.1% |
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