+64.0%
ENB vs BG
+88.4%
-24.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.0% |
| 7D | -4.6% | +3.7% | -8.3% | -5.3% |
| 30D | -5.2% | +12.3% | -17.6% | -7.4% |
| 3M | -13.4% | -2.2% | -11.2% | -13.2% |
| 6M | -7.8% | +5.3% | -13.1% | -9.2% |
| YTD | +4.9% | +42.4% | -37.5% | -3.1% |
| 1Y | +3.2% | +55.2% | -51.9% | -6.8% |
| 3Y | +71.0% | +21.0% | +50.0% | +62.6% |
| 5Y | +64.0% | +87.1% | -23.1% | +33.3% |
| All | +64.0% | +88.4% | -24.4% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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