+11,329.0%
ENB vs BN
+15,786.9%
-4,457.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +1.4% | +13.6% | -12.2% | -2.9% |
| 3M | -5.2% | -6.7% | +1.5% | -3.5% |
| 6M | -9.9% | -9.0% | -1.0% | -7.8% |
| YTD | +4.7% | -8.8% | +13.4% | +6.1% |
| 1Y | +2.8% | -10.6% | +13.4% | +4.7% |
| 3Y | +71.3% | +98.8% | -27.5% | +30.3% |
| 5Y | +58.6% | +33.6% | +25.0% | +34.6% |
| 10Y | +108.5% | +298.3% | -189.9% | +25.9% |
| All | +11,329.0% | +15,786.9% | -4,457.9% | +3,642.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling