-26.4%
BA vs ENB
+58.6%
-85.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -1.1% | +3.1% | -4.2% | -2.4% |
| 30D | -7.1% | +2.1% | -9.2% | -8.1% |
| 3M | -25.5% | -4.4% | -21.1% | -24.2% |
| 6M | -28.7% | -10.1% | -18.7% | -25.8% |
| YTD | -21.0% | +5.2% | -26.2% | -24.7% |
| 1Y | -11.9% | +4.2% | -16.1% | -15.7% |
| 3Y | -16.2% | +70.1% | -86.2% | -42.6% |
| All | -26.4% | +58.6% | -85.1% | -47.0% |
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