+40.9%
BP vs ENB
+8.3%
+32.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +2.1% |
| 7D | +4.0% | -0.3% | +4.3% | +4.1% |
| 30D | +7.8% | -1.1% | +8.9% | +8.4% |
| 3M | +8.4% | -8.5% | +16.8% | +13.3% |
| 6M | +15.1% | -4.5% | +19.6% | +18.5% |
| YTD | +36.4% | +9.1% | +27.3% | +30.5% |
| 1Y | +40.9% | +8.0% | +32.9% | +34.9% |
| All | +40.9% | +8.3% | +32.6% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling