+173.2%
BKR vs ENB
+63.1%
+110.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.8% | -2.8% | -3.8% |
| 7D | -6.7% | -4.6% | -2.1% | -3.3% |
| 30D | -8.3% | -5.2% | -3.1% | -4.7% |
| 3M | -5.4% | -13.4% | +8.0% | +4.7% |
| 6M | +0.8% | -7.8% | +8.6% | +6.3% |
| YTD | +31.8% | +4.9% | +27.0% | +25.3% |
| 1Y | +28.6% | +3.2% | +25.3% | +23.4% |
| 3Y | +71.2% | +71.0% | +0.2% | +3.0% |
| All | +173.2% | +63.1% | +110.0% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling