-22.5%
BA vs ENB
+50.3%
-72.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -1.9% |
| 7D | -0.1% | -2.4% | +2.3% | +1.0% |
| 30D | -9.1% | +3.4% | -12.5% | -10.5% |
| 3M | -28.2% | -6.1% | -22.1% | -26.3% |
| 6M | -23.1% | -10.0% | -13.1% | -20.0% |
| YTD | -20.6% | +4.7% | -25.2% | -24.0% |
| 1Y | -12.7% | +7.5% | -20.2% | -17.9% |
| 3Y | -11.6% | +69.1% | -80.7% | -39.1% |
| All | -22.5% | +50.3% | -72.9% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling