+1,251.0%
BE vs ENB
+71.0%
+1,179.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.8% | +8.9% | +9.1% |
| 7D | +29.8% | -0.5% | +30.2% | +30.2% |
| 30D | +26.4% | -0.2% | +26.6% | +26.2% |
| 3M | +9.3% | -7.5% | +16.8% | +13.8% |
| 6M | +105.1% | -4.1% | +109.2% | +107.4% |
| YTD | +219.0% | +9.8% | +209.2% | +183.5% |
| 1Y | +418.8% | +8.7% | +410.1% | +363.6% |
| 3Y | +1,784.6% | +79.0% | +1,705.6% | +870.3% |
| 5Y | +1,251.0% | +69.1% | +1,181.9% | +628.7% |
| All | +1,251.0% | +71.0% | +1,179.9% | +628.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling