+113.5%
ENB vs BN
+290.8%
-177.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.2% |
| 7D | +3.1% | -1.0% | +4.1% | +3.5% |
| 30D | +2.1% | +14.0% | -11.8% | -3.7% |
| 3M | -4.4% | -9.0% | +4.6% | -1.1% |
| 6M | -10.1% | -8.8% | -1.2% | -7.3% |
| YTD | +5.2% | -10.3% | +15.4% | +7.7% |
| 1Y | +4.2% | -5.8% | +10.1% | +4.2% |
| 3Y | +70.1% | +94.8% | -24.7% | +11.6% |
| 5Y | +59.4% | +31.5% | +27.9% | +25.0% |
| All | +113.5% | +290.8% | -177.3% | -12.1% |
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