-44.0%
BTDR vs ENB
+70.6%
-114.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.5% | -9.2% | -8.7% |
| 7D | -6.9% | +3.1% | -10.0% | -7.3% |
| 30D | -31.5% | +2.1% | -33.7% | -31.8% |
| 3M | -36.1% | -4.4% | -31.6% | -35.6% |
| 6M | -57.6% | -10.1% | -47.6% | -57.0% |
| YTD | -50.0% | +5.2% | -55.2% | -51.6% |
| 1Y | -49.6% | +4.2% | -53.8% | -51.0% |
| 3Y | +48.5% | +70.1% | -21.5% | +31.7% |
| 5Y | -43.8% | +59.4% | -103.2% | -49.9% |
| All | -44.0% | +70.6% | -114.6% | -49.7% |
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 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