-10.6%
BA vs ENB
+68.0%
-78.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.4% |
| 7D | -0.1% | -2.4% | +2.3% | +0.2% |
| 30D | -9.1% | +3.4% | -12.5% | -9.5% |
| 3M | -28.2% | -6.1% | -22.1% | -27.6% |
| 6M | -23.1% | -10.0% | -13.1% | -22.2% |
| YTD | -20.6% | +4.7% | -25.2% | -22.5% |
| 1Y | -12.7% | +7.5% | -20.2% | -15.5% |
| All | -10.6% | +68.0% | -78.6% | -26.5% |
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 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