+11,160.3%
ENB vs BN
+16,294.4%
-5,134.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.8% | -0.1% |
| 7D | -3.7% | +3.6% | -7.3% | -4.8% |
| 30D | +1.7% | +15.9% | -14.1% | -3.1% |
| 3M | -6.3% | -2.3% | -4.0% | -6.0% |
| 6M | -9.2% | -8.4% | -0.8% | -7.3% |
| YTD | +3.1% | -5.9% | +9.0% | +3.5% |
| 1Y | +3.4% | -5.6% | +9.0% | +3.5% |
| 3Y | +68.9% | +104.2% | -35.3% | +27.4% |
| 5Y | +51.7% | +35.5% | +16.2% | +28.2% |
| 10Y | +98.3% | +285.2% | -186.9% | +20.8% |
| All | +11,160.3% | +16,294.4% | -5,134.1% | +3,551.3% |
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