+1,361.3%
BP vs ENB
+11,160.3%
-9,799.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -6.9% | -3.7% | -3.2% | -5.4% |
| 30D | -3.6% | +1.7% | -5.3% | -4.3% |
| 3M | +8.4% | -6.3% | +14.7% | +11.4% |
| 6M | +5.3% | -9.2% | +14.5% | +9.8% |
| YTD | +33.2% | +3.1% | +30.1% | +31.3% |
| 1Y | +28.2% | +3.4% | +24.8% | +26.2% |
| 3Y | +49.2% | +68.9% | -19.7% | +18.8% |
| 5Y | +102.9% | +51.7% | +51.2% | +70.1% |
| 10Y | +127.7% | +98.3% | +29.3% | +72.0% |
| All | +1,361.3% | +11,160.3% | -9,799.1% | +615.6% |
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