+290.8%
EWY vs ENB
+94.4%
+196.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.8% | -0.3% | -2.5% |
| 7D | +1.2% | -4.6% | +5.8% | +3.3% |
| 30D | +9.3% | -5.2% | +14.5% | +11.7% |
| 3M | +2.4% | -13.4% | +15.8% | +8.5% |
| 6M | +40.3% | -7.8% | +48.1% | +44.0% |
| YTD | +88.0% | +4.9% | +83.1% | +81.5% |
| 1Y | +143.8% | +3.2% | +140.6% | +136.6% |
| 3Y | +217.8% | +71.0% | +146.8% | +140.6% |
| 5Y | +142.7% | +64.0% | +78.7% | +86.2% |
| All | +290.8% | +94.4% | +196.4% | +166.3% |
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