-20.9%
BAX vs ENB
+63.8%
-84.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +1.1% |
| 7D | +12.1% | -5.2% | +17.3% | +13.5% |
| 30D | +7.6% | +2.2% | +5.4% | +6.8% |
| 3M | -4.5% | -8.1% | +3.6% | -2.6% |
| 6M | +52.0% | -11.2% | +63.2% | +56.7% |
| YTD | +35.1% | +2.0% | +33.1% | +33.2% |
| 1Y | +43.7% | +4.1% | +39.6% | +40.7% |
| 3Y | -20.9% | +64.7% | -85.7% | -37.6% |
| All | -20.9% | +63.8% | -84.7% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling