+209.9%
BKNG vs ENB
+94.4%
+115.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.4% | +2.3% |
| 7D | -10.7% | -4.6% | -6.1% | -8.7% |
| 30D | -18.1% | -5.2% | -12.9% | -16.2% |
| 3M | +8.5% | -13.4% | +21.9% | +15.6% |
| 6M | -0.1% | -7.8% | +7.8% | +2.7% |
| YTD | -18.2% | +4.9% | -23.1% | -21.9% |
| 1Y | -19.9% | +3.2% | -23.1% | -22.9% |
| 3Y | +41.6% | +71.0% | -29.4% | +2.4% |
| 5Y | +93.1% | +64.0% | +29.1% | +42.7% |
| All | +209.9% | +94.4% | +115.5% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling