+18.0%
BAC vs ENB
+46.5%
-28.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | +0.6% |
| 7D | -1.2% | -5.2% | +4.0% | +1.5% |
| 30D | -7.7% | +2.2% | -9.8% | -8.7% |
| 3M | -21.2% | -8.1% | -13.1% | -17.9% |
| 6M | -6.8% | -11.2% | +4.3% | -1.7% |
| YTD | -8.7% | +2.0% | -10.7% | -11.5% |
| 1Y | -5.3% | +4.1% | -9.3% | -9.4% |
| 3Y | +87.4% | +64.7% | +22.7% | +29.9% |
| All | +18.0% | +46.5% | -28.5% | -12.7% |
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 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