+135.8%
BP vs ENB
+71.0%
+64.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.7% | +1.9% |
| 7D | +0.9% | -0.5% | +1.4% | +1.3% |
| 30D | +9.1% | -0.2% | +9.3% | +9.3% |
| 3M | +3.9% | -7.5% | +11.4% | +9.8% |
| 6M | +13.6% | -4.1% | +17.8% | +16.8% |
| YTD | +34.0% | +9.8% | +24.2% | +24.5% |
| 1Y | +39.2% | +8.7% | +30.5% | +29.9% |
| 3Y | +36.4% | +79.0% | -42.6% | -16.3% |
| 5Y | +135.8% | +69.1% | +66.7% | +50.9% |
| All | +135.8% | +71.0% | +64.8% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling