+3,014.5%
EQT vs ENB
+11,813.6%
-8,799.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | +1.0% | -1.1% | +2.1% | +1.5% |
| 3M | +4.0% | -8.5% | +12.5% | +8.1% |
| 6M | -11.7% | -4.5% | -7.1% | -10.0% |
| YTD | +2.8% | +9.1% | -6.3% | -1.4% |
| 1Y | +10.0% | +8.0% | +2.0% | +6.0% |
| 3Y | +34.1% | +77.8% | -43.7% | +3.9% |
| 5Y | +195.3% | +69.4% | +125.9% | +138.6% |
| 10Y | +51.6% | +100.5% | -48.9% | +9.9% |
| All | +3,014.5% | +11,813.6% | -8,799.1% | +1,316.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling