+18.1%
EWZ vs ENB
+68.0%
-49.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -4.2% | -2.4% | -1.8% | -3.5% |
| 30D | -26.1% | +3.4% | -29.5% | -26.9% |
| 3M | -12.0% | -6.1% | -5.9% | -10.5% |
| 6M | -19.3% | -10.0% | -9.2% | -16.8% |
| YTD | +0.9% | +4.7% | -3.7% | -2.1% |
| 1Y | +3.4% | +7.5% | -4.1% | -0.9% |
| All | +18.1% | +68.0% | -49.9% | -9.2% |
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