+190.4%
ETN vs ENB
+61.6%
+128.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +4.9% | +4.3% |
| 7D | +3.5% | -4.7% | +8.2% | +5.2% |
| 30D | -7.5% | -5.9% | -1.6% | -5.7% |
| 3M | +8.3% | -14.2% | +22.6% | +13.8% |
| 6M | +20.2% | -8.6% | +28.8% | +22.9% |
| YTD | +34.7% | +3.9% | +30.8% | +30.5% |
| 1Y | +19.4% | +1.8% | +17.6% | +16.6% |
| 3Y | +85.5% | +68.5% | +17.0% | +43.1% |
| All | +190.4% | +61.6% | +128.9% | +127.9% |
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 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