+103.9%
BP vs ENB
+46.5%
+57.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | +1.4% |
| 7D | -11.6% | -5.2% | -6.4% | -8.2% |
| 30D | 0.0% | +2.2% | -2.1% | -1.4% |
| 3M | +6.7% | -8.1% | +14.8% | +13.1% |
| 6M | +2.2% | -11.2% | +13.3% | +10.8% |
| YTD | +33.0% | +2.0% | +31.0% | +30.0% |
| 1Y | +30.7% | +4.1% | +26.7% | +25.9% |
| 3Y | +44.2% | +64.7% | -20.6% | -5.7% |
| All | +103.9% | +46.5% | +57.4% | +45.9% |
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