+72.2%
BKR vs ENB
+69.7%
+2.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.8% | -2.8% | -4.9% |
| 7D | -6.7% | -4.6% | -2.1% | -4.6% |
| 30D | -8.3% | -5.2% | -3.1% | -6.1% |
| 3M | -5.4% | -13.4% | +8.0% | +0.8% |
| 6M | +0.8% | -7.8% | +8.6% | +4.2% |
| YTD | +31.8% | +4.9% | +27.0% | +28.2% |
| 1Y | +28.6% | +3.2% | +25.3% | +25.8% |
| All | +72.2% | +69.7% | +2.5% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling