+76.4%
BND vs ENB
+647.0%
-570.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | -0.4% | -2.2% | +1.9% | -0.3% |
| 3M | -0.6% | -10.5% | +9.9% | -0.4% |
| 6M | -1.4% | -5.1% | +3.6% | -1.4% |
| YTD | -0.2% | +9.0% | -9.2% | -0.4% |
| 1Y | +1.3% | +8.2% | -6.9% | +1.1% |
| 3Y | +13.2% | +67.8% | -54.6% | +12.0% |
| 5Y | -1.6% | +69.4% | -70.9% | -2.6% |
| 10Y | +15.5% | +117.5% | -102.1% | +13.3% |
| All | +76.4% | +647.0% | -570.6% | +71.0% |
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