+23.3%
BA vs ENB
+109.5%
-86.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.4% |
| 7D | -1.1% | +3.1% | -4.2% | -3.2% |
| 30D | -7.1% | +2.1% | -9.2% | -8.6% |
| 3M | -25.5% | -4.4% | -21.1% | -23.5% |
| 6M | -28.7% | -10.1% | -18.7% | -24.3% |
| YTD | -21.0% | +5.2% | -26.2% | -25.7% |
| 1Y | -11.9% | +4.2% | -16.1% | -16.7% |
| 3Y | -16.2% | +70.1% | -86.2% | -47.1% |
| 5Y | -22.4% | +59.4% | -81.8% | -49.0% |
| All | +23.3% | +109.5% | -86.1% | -36.1% |
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