+1,335.7%
BP vs ENB
+11,799.4%
-10,463.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +3.9% | -0.2% | +4.2% | +4.0% |
| 30D | +7.6% | -2.2% | +9.9% | +8.6% |
| 3M | +0.7% | -10.5% | +11.2% | +5.6% |
| 6M | +15.5% | -5.1% | +20.6% | +18.0% |
| YTD | +30.8% | +9.0% | +21.9% | +26.0% |
| 1Y | +34.3% | +8.2% | +26.1% | +29.6% |
| 3Y | +35.1% | +67.8% | -32.7% | +7.5% |
| 5Y | +126.8% | +69.4% | +57.5% | +81.8% |
| 10Y | +123.4% | +117.5% | +5.8% | +62.7% |
| All | +1,335.7% | +11,799.4% | -10,463.7% | +586.8% |
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