+53.2%
ENB vs BN
+34.7%
+18.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -2.4% | +4.3% | -6.7% | -3.5% |
| 30D | +2.5% | +14.3% | -11.8% | -1.0% |
| 3M | -5.8% | -4.1% | -1.7% | -5.0% |
| 6M | -8.5% | -9.7% | +1.2% | -6.5% |
| YTD | +3.9% | -7.1% | +11.0% | +4.7% |
| 1Y | +3.7% | -7.4% | +11.1% | +4.4% |
| 3Y | +70.1% | +102.3% | -32.3% | +27.3% |
| 5Y | +53.2% | +35.9% | +17.3% | +25.8% |
| All | +53.2% | +34.7% | +18.5% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling