+19.3%
ETN vs ENB
+7.5%
+11.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.4% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -7.9% | -2.2% | -5.7% | -8.0% |
| 3M | -1.6% | -10.5% | +8.9% | -1.0% |
| 6M | +16.9% | -5.1% | +21.9% | +15.1% |
| YTD | +30.1% | +9.0% | +21.1% | +23.5% |
| 1Y | +19.3% | +8.2% | +11.1% | +14.1% |
| All | +19.3% | +7.5% | +11.8% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling