-37.1%
BAX vs ENB
+103.5%
-140.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.5% | -4.0% |
| 7D | -2.4% | -0.5% | -2.0% | -2.3% |
| 30D | -9.7% | -0.2% | -9.5% | -9.7% |
| 3M | +29.3% | -7.5% | +36.8% | +32.1% |
| 6M | +40.7% | -4.1% | +44.8% | +42.2% |
| YTD | +30.3% | +9.8% | +20.5% | +26.3% |
| 1Y | +3.4% | +8.7% | -5.3% | +0.5% |
| 3Y | -32.0% | +79.0% | -111.0% | -43.4% |
| 5Y | -66.9% | +69.1% | -136.0% | -72.1% |
| 10Y | -37.1% | +96.5% | -133.6% | -50.5% |
| All | -37.1% | +103.5% | -140.6% | -50.5% |
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 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