+28.2%
BROS vs ENB
+69.4%
-41.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -19.0% | -2.4% | -16.6% | -18.5% |
| 30D | -7.3% | +2.5% | -9.7% | -7.6% |
| 3M | -31.2% | -5.8% | -25.4% | -30.3% |
| 6M | -33.0% | -8.5% | -24.5% | -32.2% |
| YTD | -42.4% | +3.9% | -46.2% | -44.0% |
| 1Y | -37.7% | +3.7% | -41.4% | -39.5% |
| 3Y | +28.2% | +70.1% | -41.9% | -3.7% |
| All | +28.2% | +69.4% | -41.3% | -3.7% |
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