-10.6%
EQT vs ENB
-8.2%
-2.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.5% | +2.4% |
| 7D | -1.2% | -4.6% | +3.4% | +1.0% |
| 30D | +1.1% | -5.2% | +6.3% | +3.6% |
| 3M | +4.8% | -13.4% | +18.2% | +13.1% |
| 6M | -10.6% | -7.8% | -2.8% | -6.6% |
| All | -10.6% | -8.2% | -2.4% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling