-19.0%
BAX vs ENB
+72.2%
-91.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.1% | +3.1% | -3.0% | -0.6% |
| 30D | +4.1% | +2.1% | +2.0% | +3.4% |
| 3M | -4.5% | -4.4% | -0.1% | -3.6% |
| 6M | +49.2% | -10.1% | +59.3% | +53.4% |
| YTD | +35.2% | +5.2% | +30.1% | +32.5% |
| 1Y | +38.3% | +4.2% | +34.0% | +35.8% |
| 3Y | -19.0% | +70.1% | -89.1% | -33.2% |
| All | -19.0% | +72.2% | -91.2% | -33.2% |
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