+251.7%
BAC vs ENB
+99.8%
+151.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.6% |
| 7D | +2.0% | -3.7% | +5.6% | +4.2% |
| 30D | -6.9% | +1.7% | -8.7% | -7.9% |
| 3M | -19.6% | -6.3% | -13.3% | -16.7% |
| 6M | -0.5% | -9.2% | +8.7% | +4.6% |
| YTD | -6.6% | +3.1% | -9.7% | -9.9% |
| 1Y | -3.0% | +3.4% | -6.3% | -6.5% |
| 3Y | +97.3% | +68.9% | +28.4% | +37.4% |
| 5Y | +21.9% | +51.7% | -29.8% | -9.9% |
| 10Y | +251.7% | +98.3% | +153.3% | +104.2% |
| All | +251.7% | +99.8% | +151.9% | +104.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling