+13,071.1%
BLK vs ENB
+3,167.9%
+9,903.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -3.1% | -0.2% | -2.9% | -3.1% |
| 3M | +10.7% | -7.5% | +18.2% | +14.2% |
| 6M | +15.9% | -4.1% | +20.0% | +17.4% |
| YTD | +4.0% | +9.8% | -5.8% | -1.2% |
| 1Y | +1.3% | +8.7% | -7.4% | -3.5% |
| 3Y | +69.6% | +79.0% | -9.4% | +27.7% |
| 5Y | +33.8% | +69.1% | -35.3% | +3.5% |
| 10Y | +276.2% | +96.5% | +179.7% | +160.3% |
| All | +13,071.1% | +3,167.9% | +9,903.2% | +4,695.3% |
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 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