+897.8%
BAX vs ENB
+11,160.3%
-10,262.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.2% |
| 7D | +9.0% | -3.7% | +12.7% | +9.9% |
| 30D | +8.5% | +1.7% | +6.7% | +8.0% |
| 3M | -4.1% | -6.3% | +2.2% | -2.9% |
| 6M | +46.9% | -9.2% | +56.1% | +49.7% |
| YTD | +38.4% | +3.1% | +35.3% | +37.0% |
| 1Y | +47.0% | +3.4% | +43.6% | +45.5% |
| 3Y | -14.9% | +68.9% | -83.9% | -24.4% |
| 5Y | -62.5% | +51.7% | -114.2% | -66.1% |
| 10Y | -33.9% | +98.3% | -132.2% | -44.8% |
| All | +897.8% | +11,160.3% | -10,262.5% | +422.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling