+73.9%
BROS vs ENB
+79.0%
-5.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -6.7% | -0.2% | -6.5% | -6.7% |
| 30D | -29.1% | -2.2% | -26.8% | -28.7% |
| 3M | -16.7% | -10.5% | -6.2% | -14.4% |
| 6M | -11.6% | -5.1% | -6.5% | -11.0% |
| YTD | -23.9% | +9.0% | -32.9% | -27.1% |
| 1Y | -34.8% | +8.2% | -43.0% | -37.4% |
| All | +73.9% | +79.0% | -5.1% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling