-34.8%
BROS vs ENB
+7.5%
-42.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.6% |
| 7D | -6.7% | -0.2% | -6.5% | -6.7% |
| 30D | -29.1% | -2.2% | -26.8% | -29.2% |
| 3M | -16.7% | -10.5% | -6.2% | -17.3% |
| 6M | -11.6% | -5.1% | -6.5% | -12.6% |
| YTD | -23.9% | +9.0% | -32.9% | -23.5% |
| 1Y | -34.8% | +8.2% | -43.0% | -36.3% |
| All | -34.8% | +7.5% | -42.3% | -36.3% |
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