+68.5%
ENB vs BRO
-7.6%
+76.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -4.7% | -7.3% | +2.7% | -3.7% |
| 30D | -5.9% | -6.9% | +1.0% | -5.1% |
| 3M | -14.2% | +10.7% | -24.9% | -15.9% |
| 6M | -8.6% | -2.7% | -5.9% | -8.7% |
| YTD | +3.9% | -16.3% | +20.2% | +6.6% |
| 1Y | +1.8% | -29.1% | +30.9% | +8.3% |
| 3Y | +68.5% | -7.8% | +76.3% | +71.9% |
| All | +68.5% | -7.6% | +76.1% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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