+43.6%
EWZ vs ENB
+100.6%
-57.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +2.3% |
| 7D | -1.5% | -5.2% | +3.7% | +2.0% |
| 30D | -24.5% | +2.2% | -26.7% | -25.7% |
| 3M | -10.7% | -8.1% | -2.6% | -6.1% |
| 6M | -19.1% | -11.2% | -7.9% | -13.4% |
| YTD | +1.6% | +2.0% | -0.4% | -1.6% |
| 1Y | +4.3% | +4.1% | +0.2% | -0.4% |
| 3Y | +19.0% | +64.7% | -45.8% | -18.9% |
| 5Y | +57.7% | +46.6% | +11.1% | +15.1% |
| All | +43.6% | +100.6% | -57.0% | -17.6% |
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