+16.5%
BTDR vs ENB
+61.9%
-45.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.8% | -2.6% | -5.8% |
| 7D | -3.2% | -4.6% | +1.4% | -2.3% |
| 30D | +32.7% | -5.2% | +37.9% | +33.9% |
| 3M | -28.4% | -13.4% | -15.0% | -26.5% |
| 6M | +51.7% | -7.8% | +59.5% | +53.0% |
| YTD | +2.9% | +4.9% | -2.0% | -0.3% |
| 1Y | -15.5% | +3.2% | -18.7% | -17.8% |
| 3Y | 0.0% | +71.0% | -71.0% | -11.3% |
| 5Y | +16.5% | +64.0% | -47.5% | +3.4% |
| All | +16.5% | +61.9% | -45.5% | +3.4% |
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