+26.6%
BA vs ENB
+99.3%
-72.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.1% |
| 7D | 0.0% | -2.4% | +2.5% | +1.7% |
| 30D | -8.9% | +2.5% | -11.4% | -10.6% |
| 3M | -25.5% | -5.8% | -19.7% | -22.8% |
| 6M | -27.0% | -8.5% | -18.5% | -23.4% |
| YTD | -20.1% | +3.9% | -24.0% | -24.2% |
| 1Y | -11.0% | +3.7% | -14.7% | -15.6% |
| 3Y | -11.8% | +70.1% | -81.9% | -44.3% |
| 5Y | -20.6% | +53.2% | -73.8% | -46.2% |
| 10Y | +26.6% | +100.2% | -73.6% | -34.9% |
| All | +26.6% | +99.3% | -72.6% | -34.9% |
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