+65.6%
EWJ vs ENB
+72.2%
-6.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +4.0% | +3.1% | +0.8% | +3.3% |
| 30D | -4.3% | +2.1% | -6.4% | -4.6% |
| 3M | -6.8% | -4.4% | -2.4% | -6.0% |
| 6M | -0.9% | -10.1% | +9.2% | +1.0% |
| YTD | +14.3% | +5.2% | +9.1% | +10.7% |
| 1Y | +15.3% | +4.2% | +11.1% | +11.9% |
| 3Y | +65.6% | +70.1% | -4.5% | +37.1% |
| All | +65.6% | +72.2% | -6.5% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling