+30.8%
BX vs ENB
+79.6%
-48.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -2.0% | -0.5% | -1.5% | -1.8% |
| 30D | -2.3% | -0.2% | -2.1% | -2.3% |
| 3M | +18.5% | -7.5% | +26.0% | +21.6% |
| 6M | +23.7% | -4.1% | +27.9% | +25.0% |
| YTD | -10.4% | +9.8% | -20.2% | -15.9% |
| 1Y | -19.6% | +8.7% | -28.3% | -24.2% |
| 3Y | +30.8% | +79.0% | -48.2% | -14.3% |
| All | +30.8% | +79.6% | -48.8% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling