+635.8%
BX vs ENB
+109.5%
+526.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.1% |
| 7D | +0.6% | +3.1% | -2.5% | -1.3% |
| 30D | +14.2% | +2.1% | +12.1% | +12.7% |
| 3M | -18.7% | -4.4% | -14.3% | -16.7% |
| 6M | +2.5% | -10.1% | +12.5% | +8.5% |
| YTD | -18.8% | +5.2% | -24.0% | -23.0% |
| 1Y | -10.3% | +4.2% | -14.6% | -14.6% |
| 3Y | +35.4% | +70.1% | -34.7% | -7.6% |
| 5Y | +0.3% | +59.4% | -59.1% | -27.6% |
| All | +635.8% | +109.5% | +526.4% | +329.0% |
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