+346.7%
EWZ vs ENB
+2,814.5%
-2,467.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.6% |
| 7D | -4.2% | -2.4% | -1.8% | -2.6% |
| 30D | -26.1% | +3.4% | -29.5% | -27.9% |
| 3M | -12.0% | -6.1% | -5.9% | -8.7% |
| 6M | -19.3% | -10.0% | -9.2% | -14.2% |
| YTD | +0.9% | +4.7% | -3.7% | -3.7% |
| 1Y | +3.4% | +7.5% | -4.1% | -3.2% |
| 3Y | +18.6% | +69.1% | -50.5% | -19.9% |
| 5Y | +56.6% | +50.4% | +6.2% | +13.2% |
| 10Y | +50.3% | +108.0% | -57.7% | -15.6% |
| All | +346.7% | +2,814.5% | -2,467.7% | -10.5% |
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