+70.1%
ENB vs BR
-5.0%
+75.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.9% |
| 7D | -4.6% | -6.0% | +1.4% | -3.9% |
| 30D | -5.2% | -0.9% | -4.4% | -5.2% |
| 3M | -13.4% | +16.4% | -29.8% | -15.2% |
| 6M | -7.8% | -8.2% | +0.4% | -6.0% |
| YTD | +4.9% | -23.2% | +28.1% | +11.4% |
| 1Y | +3.2% | -30.9% | +34.2% | +12.8% |
| All | +70.1% | -5.0% | +75.2% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling