-29.4%
EW vs ENB
+71.0%
-100.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.8% |
| 7D | -4.4% | -0.5% | -4.0% | -4.3% |
| 30D | -3.3% | -0.2% | -3.1% | -3.3% |
| 3M | +1.0% | -7.5% | +8.5% | +3.6% |
| 6M | +6.2% | -4.1% | +10.4% | +7.3% |
| YTD | +1.7% | +9.8% | -8.1% | -2.9% |
| 1Y | +8.1% | +8.7% | -0.6% | +3.6% |
| 3Y | +17.1% | +79.0% | -61.9% | -10.6% |
| 5Y | -29.4% | +69.1% | -98.4% | -43.9% |
| All | -29.4% | +71.0% | -100.4% | -43.9% |
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