+25.1%
BROS vs ENB
+70.6%
-45.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.9% |
| 7D | -0.9% | -0.5% | -0.5% | -0.7% |
| 30D | -13.5% | -0.2% | -13.2% | -13.6% |
| 3M | -18.4% | -7.5% | -10.9% | -15.2% |
| 6M | -10.6% | -4.1% | -6.5% | -9.4% |
| YTD | -25.1% | +9.8% | -34.9% | -30.8% |
| 1Y | -28.6% | +8.7% | -37.3% | -33.9% |
| 3Y | +65.6% | +79.0% | -13.4% | +1.6% |
| All | +25.1% | +70.6% | -45.5% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling