+100.5%
ENB vs BN
+257.9%
-157.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | +0.2% |
| 7D | -0.3% | -3.0% | +2.7% | +0.9% |
| 30D | -1.1% | -13.0% | +11.9% | +4.8% |
| 3M | -8.5% | -15.2% | +6.8% | -2.1% |
| 6M | -4.5% | -5.9% | +1.4% | -3.2% |
| YTD | +9.1% | -15.8% | +24.9% | +15.2% |
| 1Y | +8.0% | -12.2% | +20.1% | +11.1% |
| 3Y | +77.8% | +72.2% | +5.6% | +23.6% |
| 5Y | +69.4% | +33.2% | +36.2% | +30.1% |
| 10Y | +100.5% | +264.7% | -164.2% | -16.6% |
| All | +100.5% | +257.9% | -157.5% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling