+157.0%
EWY vs ENB
+72.2%
+84.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | +4.2% | +3.1% | +1.1% | +3.9% |
| 30D | -10.7% | +2.1% | -12.8% | -10.8% |
| 3M | -20.1% | -4.4% | -15.6% | -19.5% |
| 6M | -24.3% | -10.1% | -14.3% | -23.4% |
| YTD | +46.9% | +5.2% | +41.7% | +41.6% |
| 1Y | +55.2% | +4.2% | +50.9% | +50.0% |
| 3Y | +157.0% | +70.1% | +86.9% | +111.2% |
| All | +157.0% | +72.2% | +84.8% | +111.2% |
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