+11,355.1%
ENB vs BRO
+25,589.7%
-14,234.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.8% |
| 7D | -4.6% | -8.6% | +4.0% | -3.5% |
| 30D | -5.2% | -6.9% | +1.7% | -4.4% |
| 3M | -13.4% | +10.5% | -23.9% | -14.7% |
| 6M | -7.8% | -2.8% | -5.0% | -7.8% |
| YTD | +4.9% | -16.1% | +21.0% | +6.7% |
| 1Y | +3.2% | -27.6% | +30.8% | +6.9% |
| 3Y | +71.0% | -7.3% | +78.3% | +71.0% |
| 5Y | +64.0% | +19.0% | +45.0% | +58.2% |
| 10Y | +92.8% | +292.7% | -200.0% | +66.4% |
| All | +11,355.1% | +25,589.7% | -14,234.5% | +9,430.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling