+141.9%
EWJ vs ENB
+92.6%
+49.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | +0.3% | -4.7% | +4.9% | +1.7% |
| 30D | +0.8% | -5.9% | +6.7% | +2.6% |
| 3M | +7.5% | -14.2% | +21.7% | +12.4% |
| 6M | +15.6% | -8.6% | +24.2% | +18.2% |
| YTD | +22.7% | +3.9% | +18.8% | +20.3% |
| 1Y | +26.4% | +1.8% | +24.6% | +24.6% |
| 3Y | +72.5% | +68.5% | +4.0% | +43.8% |
| 5Y | +52.4% | +62.4% | -10.0% | +28.0% |
| All | +141.9% | +92.6% | +49.3% | +85.6% |
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 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