-20.2%
BKNG vs ENB
+3.1%
-23.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.4% | -1.3% |
| 7D | -10.7% | -4.6% | -6.1% | -12.6% |
| 30D | -18.1% | -5.2% | -12.9% | -20.1% |
| 3M | +8.5% | -13.4% | +21.9% | +1.7% |
| 6M | -0.1% | -7.8% | +7.8% | -3.2% |
| YTD | -18.2% | +4.9% | -23.1% | -16.7% |
| All | -20.2% | +3.1% | -23.3% | -19.0% |
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