-13.6%
BKNG vs ENB
+9.4%
-23.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.3% | +10.2% | +9.7% |
| 7D | +15.6% | +0.5% | +15.1% | +15.9% |
| 30D | +8.0% | +6.0% | +2.0% | +11.3% |
| 3M | -11.8% | -7.4% | -4.4% | -15.3% |
| 6M | +3.8% | -8.5% | +12.2% | -0.5% |
| YTD | -19.6% | +6.1% | -25.7% | -15.2% |
| 1Y | -13.6% | +9.4% | -23.0% | -8.1% |
| All | -13.6% | +9.4% | -23.0% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling