+266.6%
EW vs ENB
+108.4%
+158.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +24.1% | +1.4% | +22.7% | +23.3% |
| 3M | +13.7% | -5.2% | +18.9% | +15.6% |
| 6M | +32.7% | -9.9% | +42.6% | +37.2% |
| YTD | +24.1% | +4.7% | +19.5% | +20.8% |
| 1Y | +23.6% | +2.8% | +20.9% | +21.1% |
| 3Y | +64.8% | +71.3% | -6.5% | +31.6% |
| 5Y | -8.8% | +58.6% | -67.4% | -25.3% |
| All | +266.6% | +108.4% | +158.1% | +140.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling