+2,960.3%
ENB vs BB
+325.0%
+2,635.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.6% |
| 7D | 0.0% | +9.0% | -9.0% | -0.5% |
| 30D | +1.4% | +7.7% | -6.3% | +0.7% |
| 3M | -5.2% | +4.0% | -9.2% | -5.8% |
| 6M | -9.9% | +46.6% | -56.6% | -12.9% |
| YTD | +4.7% | +140.6% | -136.0% | -2.2% |
| 1Y | +2.8% | +103.1% | -100.4% | -3.1% |
| 3Y | +71.3% | +150.5% | -79.2% | +56.1% |
| 5Y | +58.6% | -15.4% | +74.0% | +52.3% |
| 10Y | +108.5% | +25.4% | +83.0% | +83.4% |
| All | +2,960.3% | +325.0% | +2,635.3% | +2,594.3% |
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