+226.4%
EWY vs ENB
+76.5%
+150.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.6% |
| 7D | +6.7% | -0.3% | +7.0% | +6.7% |
| 30D | +17.0% | -1.1% | +18.0% | +17.1% |
| 3M | +3.7% | -8.5% | +12.1% | +5.4% |
| 6M | +42.5% | -4.5% | +47.0% | +42.5% |
| YTD | +96.2% | +9.1% | +87.1% | +87.2% |
| 1Y | +160.4% | +8.0% | +152.4% | +148.9% |
| All | +226.4% | +76.5% | +150.0% | +139.8% |
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