+1.8%
BX vs ENB
+54.8%
-53.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -2.8% | -1.8% | -1.1% | -1.7% |
| 30D | +7.3% | +2.0% | +5.3% | +5.7% |
| 3M | -16.3% | -5.8% | -10.5% | -13.2% |
| 6M | +2.5% | -9.7% | +12.2% | +8.8% |
| YTD | -17.6% | +4.2% | -21.8% | -22.8% |
| 1Y | -12.4% | +3.2% | -15.6% | -17.4% |
| 3Y | +36.2% | +70.6% | -34.4% | -20.5% |
| All | +1.8% | +54.8% | -53.0% | -33.4% |
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