+23.8%
BTDR vs ENB
+76.7%
-52.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.1% |
| 7D | +20.0% | -0.2% | +20.2% | +20.0% |
| 30D | +11.9% | -2.2% | +14.2% | +12.3% |
| 3M | -36.9% | -10.5% | -26.4% | -35.7% |
| 6M | +56.5% | -5.1% | +61.6% | +57.0% |
| YTD | +10.4% | +9.0% | +1.5% | +6.3% |
| 1Y | +3.1% | +8.2% | -5.1% | -0.6% |
| 3Y | -2.6% | +67.8% | -70.4% | -13.8% |
| 5Y | +25.2% | +69.4% | -44.2% | +11.3% |
| All | +23.8% | +76.7% | -52.9% | +10.6% |
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