+69.1%
ENB vs BN
+35.3%
+33.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.4% |
| 7D | -0.5% | -1.2% | +0.7% | -0.2% |
| 30D | -0.2% | -10.9% | +10.7% | +2.7% |
| 3M | -7.5% | -11.1% | +3.6% | -4.9% |
| 6M | -4.1% | -4.4% | +0.2% | -3.7% |
| YTD | +9.8% | -14.1% | +23.9% | +13.0% |
| 1Y | +8.7% | -11.1% | +19.7% | +10.3% |
| 3Y | +79.0% | +75.6% | +3.4% | +39.7% |
| 5Y | +69.1% | +35.8% | +33.3% | +39.1% |
| All | +69.1% | +35.3% | +33.8% | +39.1% |
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 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