+2,938.1%
ENB vs BB
+325.9%
+2,612.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.8% |
| 7D | -2.4% | +11.6% | -14.0% | -3.1% |
| 30D | +2.5% | +2.6% | -0.1% | +2.1% |
| 3M | -5.8% | +3.5% | -9.3% | -6.3% |
| 6M | -8.5% | +43.5% | -52.0% | -11.4% |
| YTD | +3.9% | +141.2% | -137.3% | -2.9% |
| 1Y | +3.7% | +97.4% | -93.7% | -2.0% |
| 3Y | +70.1% | +151.1% | -81.0% | +55.0% |
| 5Y | +53.2% | -12.8% | +66.0% | +46.8% |
| 10Y | +100.2% | +27.5% | +72.7% | +76.0% |
| All | +2,938.1% | +325.9% | +2,612.1% | +2,574.5% |
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