+1,821.9%
BA vs ENB
+11,799.4%
-9,977.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | -11.6% | -2.2% | -9.4% | -11.0% |
| 3M | -2.4% | -10.5% | +8.1% | +1.3% |
| 6M | -6.6% | -5.1% | -1.6% | -5.4% |
| YTD | -2.2% | +9.0% | -11.2% | -5.9% |
| 1Y | -8.0% | +8.2% | -16.2% | -11.3% |
| 3Y | -5.0% | +67.8% | -72.7% | -22.6% |
| 5Y | -2.7% | +69.4% | -72.1% | -20.7% |
| 10Y | +75.9% | +117.5% | -41.6% | +32.9% |
| All | +1,821.9% | +11,799.4% | -9,977.4% | +947.6% |
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