+48.0%
BAX vs ENB
+9.4%
+38.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | +4.1% | +0.5% | +3.6% | +4.0% |
| 30D | +9.4% | +6.0% | +3.5% | +8.4% |
| 3M | -6.5% | -7.4% | +0.9% | -5.1% |
| 6M | +59.6% | -8.5% | +68.1% | +63.1% |
| YTD | +38.9% | +6.1% | +32.8% | +39.6% |
| 1Y | +48.0% | +9.4% | +38.6% | +46.7% |
| All | +48.0% | +9.4% | +38.6% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling