+88.5%
ENB vs BR
+189.7%
-101.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.7% | -3.0% | -1.7% | -3.7% |
| 30D | -5.9% | -0.3% | -5.6% | -5.9% |
| 3M | -14.2% | +17.3% | -31.5% | -19.5% |
| 6M | -8.6% | -6.7% | -1.9% | -7.2% |
| YTD | +3.9% | -23.4% | +27.3% | +13.3% |
| 1Y | +1.8% | -32.7% | +34.5% | +16.8% |
| 3Y | +68.5% | -5.9% | +74.4% | +65.5% |
| 5Y | +62.4% | +8.4% | +54.0% | +46.7% |
| All | +88.5% | +189.7% | -101.1% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling