-33.9%
BAX vs ENB
+99.8%
-133.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.1% |
| 7D | +9.0% | -3.7% | +12.7% | +10.2% |
| 30D | +8.5% | +1.7% | +6.7% | +7.8% |
| 3M | -4.1% | -6.3% | +2.2% | -2.5% |
| 6M | +46.9% | -9.2% | +56.1% | +50.8% |
| YTD | +38.4% | +3.1% | +35.3% | +36.4% |
| 1Y | +47.0% | +3.4% | +43.6% | +44.8% |
| 3Y | -14.9% | +68.9% | -83.9% | -28.0% |
| 5Y | -62.5% | +51.7% | -114.2% | -67.5% |
| 10Y | -33.9% | +98.3% | -132.2% | -49.4% |
| All | -33.9% | +99.8% | -133.7% | -49.4% |
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