+2,268.6%
ENB vs BG
+1,185.2%
+1,083.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.2% |
| 7D | -0.5% | +2.4% | -2.8% | -1.0% |
| 30D | -0.2% | +15.0% | -15.2% | -3.4% |
| 3M | -7.5% | -0.7% | -6.9% | -7.7% |
| 6M | -4.1% | +7.5% | -11.6% | -6.2% |
| YTD | +9.8% | +41.6% | -31.8% | +0.8% |
| 1Y | +8.7% | +50.7% | -42.0% | -2.1% |
| 3Y | +79.0% | +20.3% | +58.7% | +67.3% |
| 5Y | +69.1% | +85.2% | -16.1% | +41.0% |
| 10Y | +96.5% | +160.6% | -64.1% | +44.7% |
| All | +2,268.6% | +1,185.2% | +1,083.4% | +1,706.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling