+49.2%
EWJ vs ENB
+61.9%
-12.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.3% | +0.7% |
| 7D | -1.5% | -4.6% | +3.1% | 0.0% |
| 30D | +0.2% | -5.2% | +5.4% | +1.8% |
| 3M | +8.6% | -13.4% | +22.0% | +13.6% |
| 6M | +12.1% | -7.8% | +20.0% | +14.4% |
| YTD | +20.1% | +4.9% | +15.2% | +16.4% |
| 1Y | +25.2% | +3.2% | +21.9% | +22.0% |
| 3Y | +70.8% | +71.0% | -0.2% | +34.4% |
| 5Y | +49.2% | +64.0% | -14.8% | +19.6% |
| All | +49.2% | +61.9% | -12.8% | +19.6% |
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 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