+790.5%
BKNG vs ENB
+3,049.4%
-2,259.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.2% | -3.5% |
| 7D | -13.1% | -0.3% | -12.8% | -13.0% |
| 30D | -18.5% | -1.1% | -17.5% | -18.2% |
| 3M | +5.8% | -8.5% | +14.2% | +9.2% |
| 6M | -2.1% | -4.5% | +2.4% | -1.1% |
| YTD | -18.6% | +9.1% | -27.7% | -22.7% |
| 1Y | -21.7% | +8.0% | -29.6% | -25.4% |
| 3Y | +40.9% | +77.8% | -36.9% | +7.1% |
| 5Y | +91.0% | +69.4% | +21.6% | +48.3% |
| 10Y | +213.2% | +100.5% | +112.7% | +118.4% |
| All | +790.5% | +3,049.4% | -2,259.0% | +140.6% |
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