+155.6%
EWJ vs ENB
+6,796.9%
-6,641.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.7% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | +3.3% | -2.2% | +5.5% | +3.9% |
| 3M | +5.0% | -10.5% | +15.5% | +8.3% |
| 6M | +11.5% | -5.1% | +16.6% | +12.9% |
| YTD | +22.4% | +9.0% | +13.4% | +18.5% |
| 1Y | +30.2% | +8.2% | +22.0% | +26.2% |
| 3Y | +72.8% | +67.8% | +5.1% | +45.2% |
| 5Y | +54.1% | +69.4% | -15.2% | +28.4% |
| 10Y | +140.6% | +117.5% | +23.1% | +77.7% |
| All | +155.6% | +6,796.9% | -6,641.4% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling