+18.8%
BX vs ENB
+68.4%
-49.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.2% |
| 7D | -5.7% | -0.3% | -5.3% | -5.5% |
| 30D | -8.9% | -1.1% | -7.8% | -8.4% |
| 3M | +8.4% | -8.5% | +16.9% | +14.4% |
| 6M | +18.9% | -4.5% | +23.5% | +21.3% |
| YTD | -13.6% | +9.1% | -22.7% | -21.2% |
| 1Y | -22.4% | +8.0% | -30.4% | -28.8% |
| 3Y | +26.0% | +77.8% | -51.8% | -27.4% |
| 5Y | +18.8% | +69.4% | -50.6% | -28.0% |
| All | +18.8% | +68.4% | -49.7% | -28.0% |
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 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