+3,086.3%
ENB vs BB
+258.8%
+2,827.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.2% | -5.6% | +5.4% | +0.1% |
| 30D | -2.2% | -11.8% | +9.6% | -1.6% |
| 3M | -10.5% | -25.5% | +15.0% | -9.3% |
| 6M | -5.1% | +121.3% | -126.3% | -10.5% |
| YTD | +9.0% | +103.2% | -94.2% | +3.2% |
| 1Y | +8.2% | +102.6% | -94.4% | +2.2% |
| 3Y | +67.8% | +37.5% | +30.3% | +58.9% |
| 5Y | +69.4% | -30.4% | +99.8% | +64.8% |
| 10Y | +117.5% | 0.0% | +117.5% | +94.4% |
| All | +3,086.3% | +258.8% | +2,827.4% | +2,742.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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