+625.3%
ENB vs BR
+1,281.7%
-656.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -0.3% | -5.0% | +4.7% | +1.4% |
| 30D | -1.1% | -2.5% | +1.4% | -0.4% |
| 3M | -8.5% | +13.5% | -22.0% | -12.9% |
| 6M | -4.5% | -9.4% | +4.9% | -2.4% |
| YTD | +9.1% | -23.3% | +32.4% | +17.6% |
| 1Y | +8.0% | -31.6% | +39.6% | +21.0% |
| 3Y | +77.8% | -5.1% | +82.9% | +75.2% |
| 5Y | +69.4% | +8.2% | +61.2% | +56.4% |
| 10Y | +100.5% | +189.8% | -89.4% | +28.9% |
| All | +625.3% | +1,281.7% | -656.4% | +165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling