+125.6%
EW vs ENB
+98.3%
+27.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.4% |
| 7D | -5.1% | -0.3% | -4.8% | -5.0% |
| 30D | -6.4% | -1.1% | -5.3% | -6.1% |
| 3M | -1.6% | -8.5% | +6.9% | +1.4% |
| 6M | +2.3% | -4.5% | +6.8% | +3.6% |
| YTD | +1.1% | +9.1% | -8.0% | -2.9% |
| 1Y | +8.0% | +8.0% | 0.0% | +4.0% |
| 3Y | +16.3% | +77.8% | -61.5% | -8.3% |
| 5Y | -29.4% | +69.4% | -98.8% | -43.5% |
| 10Y | +125.6% | +100.5% | +25.1% | +54.0% |
| All | +125.6% | +98.3% | +27.3% | +54.0% |
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