+1,091.0%
BAC vs ENB
+11,160.3%
-10,069.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.8% |
| 7D | +2.0% | -3.7% | +5.6% | +3.6% |
| 30D | -6.9% | +1.7% | -8.7% | -7.7% |
| 3M | -19.6% | -6.3% | -13.3% | -17.4% |
| 6M | -0.5% | -9.2% | +8.7% | +3.3% |
| YTD | -6.6% | +3.1% | -9.7% | -8.7% |
| 1Y | -3.0% | +3.4% | -6.3% | -5.3% |
| 3Y | +97.3% | +68.9% | +28.4% | +54.5% |
| 5Y | +21.9% | +51.7% | -29.8% | -0.2% |
| 10Y | +251.7% | +98.3% | +153.3% | +152.4% |
| All | +1,091.0% | +11,160.3% | -10,069.3% | +432.5% |
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