+28.1%
BA vs ENB
+99.8%
-71.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.3% |
| 7D | -1.7% | -3.7% | +1.9% | +0.8% |
| 30D | -9.5% | +1.7% | -11.2% | -10.7% |
| 3M | -26.5% | -6.3% | -20.2% | -23.5% |
| 6M | -27.4% | -9.2% | -18.2% | -23.4% |
| YTD | -20.6% | +3.1% | -23.7% | -24.3% |
| 1Y | -11.4% | +3.4% | -14.8% | -15.9% |
| 3Y | -10.8% | +68.9% | -79.8% | -43.4% |
| 5Y | -21.9% | +51.7% | -73.6% | -46.7% |
| 10Y | +28.1% | +98.3% | -70.2% | -33.8% |
| All | +28.1% | +99.8% | -71.7% | -33.8% |
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