+1,470.1%
BA vs ENB
+11,039.2%
-9,569.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +1.4% |
| 7D | +1.1% | -5.2% | +6.3% | +3.0% |
| 30D | -7.9% | +2.2% | -10.1% | -8.7% |
| 3M | -25.3% | -8.1% | -17.3% | -23.2% |
| 6M | -24.6% | -11.2% | -13.4% | -21.8% |
| YTD | -20.1% | +2.0% | -22.1% | -21.4% |
| 1Y | -11.8% | +4.1% | -15.8% | -13.9% |
| 3Y | -10.1% | +64.7% | -74.9% | -26.4% |
| 5Y | -22.7% | +46.6% | -69.3% | -33.9% |
| 10Y | +35.1% | +102.7% | -67.6% | +4.5% |
| All | +1,470.1% | +11,039.2% | -9,569.0% | +774.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling