+79.0%
ENB vs BN
+79.0%
0.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.2% |
| 7D | -0.5% | -1.2% | +0.7% | -0.3% |
| 30D | -0.2% | -10.9% | +10.7% | +1.6% |
| 3M | -7.5% | -11.1% | +3.6% | -5.9% |
| 6M | -4.1% | -4.4% | +0.2% | -3.9% |
| YTD | +9.8% | -14.1% | +23.9% | +11.8% |
| 1Y | +8.7% | -11.1% | +19.7% | +9.6% |
| 3Y | +79.0% | +75.6% | +3.4% | +49.1% |
| All | +79.0% | +79.0% | 0.0% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling