+967.7%
BX vs ENB
+616.8%
+350.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.5% |
| 7D | -4.4% | -0.2% | -4.2% | -4.2% |
| 30D | +0.1% | -2.2% | +2.3% | +1.5% |
| 3M | +16.0% | -10.5% | +26.5% | +24.6% |
| 6M | +21.6% | -5.1% | +26.7% | +24.8% |
| YTD | -8.9% | +9.0% | -17.9% | -16.0% |
| 1Y | -16.6% | +8.2% | -24.8% | -22.9% |
| 3Y | +43.3% | +67.8% | -24.4% | -4.9% |
| 5Y | +25.7% | +69.4% | -43.7% | -16.3% |
| 10Y | +689.5% | +117.5% | +572.0% | +305.7% |
| All | +967.7% | +616.8% | +350.9% | +44.8% |
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