+275.1%
BLK vs ENB
+92.6%
+182.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | -3.3% | -4.7% | +1.3% | -1.1% |
| 30D | -6.5% | -5.9% | -0.6% | -3.8% |
| 3M | +6.7% | -14.2% | +21.0% | +14.7% |
| 6M | +14.7% | -8.6% | +23.3% | +19.1% |
| YTD | +2.5% | +3.9% | -1.4% | -0.7% |
| 1Y | -2.8% | +1.8% | -4.6% | -4.9% |
| 3Y | +65.9% | +68.5% | -2.6% | +23.4% |
| 5Y | +33.0% | +62.4% | -29.5% | +1.1% |
| All | +275.1% | +92.6% | +182.5% | +148.4% |
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