-4.6%
BROS vs ENB
+61.9%
-66.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | -20.4% | -1.8% | -18.6% | -19.4% |
| 30D | -6.1% | +2.0% | -8.1% | -7.0% |
| 3M | -29.4% | -5.8% | -23.6% | -27.1% |
| 6M | -31.5% | -9.7% | -21.8% | -28.1% |
| YTD | -42.8% | +4.2% | -47.0% | -45.6% |
| 1Y | -37.5% | +3.2% | -40.7% | -40.2% |
| 3Y | +27.2% | +70.6% | -43.4% | -19.6% |
| 5Y | -47.0% | +55.1% | -102.1% | -63.5% |
| All | -4.6% | +61.9% | -66.4% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling