+74.2%
BND vs ENB
+621.1%
-546.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -1.4% | +3.1% | -4.6% | -1.5% |
| 30D | +0.6% | +2.1% | -1.5% | +0.5% |
| 3M | -1.6% | -4.4% | +2.8% | -1.5% |
| 6M | -1.5% | -10.1% | +8.5% | -1.4% |
| YTD | -1.5% | +5.2% | -6.6% | -1.6% |
| 1Y | -1.1% | +4.2% | -5.3% | -1.2% |
| 3Y | +13.6% | +70.1% | -56.5% | +12.4% |
| 5Y | -1.8% | +59.4% | -61.2% | -2.8% |
| 10Y | +17.0% | +109.5% | -92.5% | +14.9% |
| All | +74.2% | +621.1% | -546.9% | +69.0% |
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