-33.3%
BAX vs ENB
+108.4%
-141.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +0.4% | 0.0% | +0.4% | +0.3% |
| 30D | +3.4% | +1.4% | +2.0% | +2.9% |
| 3M | -4.5% | -5.2% | +0.7% | -3.2% |
| 6M | +44.0% | -9.9% | +53.9% | +48.1% |
| YTD | +34.9% | +4.7% | +30.2% | +32.4% |
| 1Y | +37.9% | +2.8% | +35.2% | +36.1% |
| 3Y | -17.1% | +71.3% | -88.4% | -30.0% |
| 5Y | -64.3% | +58.6% | -122.9% | -69.3% |
| All | -33.3% | +108.4% | -141.7% | -51.3% |
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 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