+22.6%
BROS vs ENB
+69.5%
-46.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.6% |
| 7D | -6.6% | -0.3% | -6.3% | -6.4% |
| 30D | -12.3% | -1.1% | -11.3% | -12.0% |
| 3M | -22.2% | -8.5% | -13.7% | -18.6% |
| 6M | -14.3% | -4.5% | -9.7% | -13.0% |
| YTD | -26.6% | +9.1% | -35.6% | -31.9% |
| 1Y | -31.5% | +8.0% | -39.5% | -36.3% |
| 3Y | +62.3% | +77.8% | -15.6% | -0.1% |
| All | +22.6% | +69.5% | -46.9% | -4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling