+1,236.8%
EWY vs ENB
+2,874.1%
-1,637.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +5.0% |
| 7D | +4.8% | -0.2% | +5.0% | +4.9% |
| 30D | +11.7% | -2.2% | +13.9% | +12.7% |
| 3M | -7.4% | -10.5% | +3.1% | -2.8% |
| 6M | +40.6% | -5.1% | +45.6% | +42.8% |
| YTD | +94.3% | +9.0% | +85.3% | +83.6% |
| 1Y | +164.3% | +8.2% | +156.1% | +150.1% |
| 3Y | +221.0% | +67.8% | +153.2% | +140.0% |
| 5Y | +139.1% | +69.4% | +69.7% | +76.3% |
| 10Y | +298.8% | +117.5% | +181.3% | +142.9% |
| All | +1,236.8% | +2,874.1% | -1,637.2% | +207.8% |
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 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