-5.5%
ETN vs ENB
+9.4%
-14.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.3% | -9.5% | -9.9% |
| 7D | -10.1% | +0.5% | -10.6% | -10.1% |
| 30D | -18.4% | +6.0% | -24.3% | -18.1% |
| 3M | -20.4% | -7.4% | -13.0% | -20.5% |
| 6M | -16.0% | -8.5% | -7.5% | -17.0% |
| YTD | +11.8% | +6.1% | +5.7% | +4.3% |
| 1Y | -5.5% | +9.4% | -14.9% | -13.6% |
| All | -5.5% | +9.4% | -14.9% | -13.6% |
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 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