+11,799.4%
ENB vs BN
+15,251.3%
-3,452.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -0.2% | -2.5% | +2.2% | +0.5% |
| 30D | -2.2% | -9.5% | +7.3% | +0.8% |
| 3M | -10.5% | -10.4% | -0.1% | -7.6% |
| 6M | -5.1% | -6.4% | +1.3% | -3.8% |
| YTD | +9.0% | -11.9% | +20.8% | +12.0% |
| 1Y | +8.2% | -8.6% | +16.8% | +9.5% |
| 3Y | +67.8% | +77.6% | -9.8% | +32.5% |
| 5Y | +69.4% | +37.0% | +32.3% | +42.8% |
| 10Y | +117.5% | +266.4% | -148.9% | +35.0% |
| All | +11,799.4% | +15,251.3% | -3,452.0% | +3,850.8% |
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 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