+81.2%
EWZ vs ENB
+106.3%
-25.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.1% |
| 7D | +6.5% | -0.2% | +6.7% | +6.6% |
| 30D | +4.8% | -2.2% | +7.1% | +6.2% |
| 3M | +9.9% | -10.5% | +20.4% | +17.7% |
| 6M | +1.9% | -5.1% | +7.0% | +4.7% |
| YTD | +20.3% | +9.0% | +11.3% | +12.0% |
| 1Y | +35.6% | +8.2% | +27.4% | +26.6% |
| 3Y | +43.4% | +67.8% | -24.3% | -3.1% |
| 5Y | +55.9% | +69.4% | -13.4% | +3.3% |
| All | +81.2% | +106.3% | -25.1% | +1.9% |
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