+139.4%
BAC vs ENB
+79.0%
+60.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | -0.4% | -2.2% | +1.8% | +0.3% |
| 3M | +16.9% | -10.5% | +27.4% | +21.3% |
| 6M | +26.6% | -5.1% | +31.7% | +28.5% |
| YTD | +15.8% | +9.0% | +6.8% | +10.4% |
| 1Y | +27.2% | +8.2% | +19.0% | +21.5% |
| All | +139.4% | +79.0% | +60.4% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling