+88.5%
ENB vs BTG
+159.3%
-70.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | -4.7% | -3.8% | -0.9% | -4.3% |
| 30D | -5.9% | +3.6% | -9.5% | -6.3% |
| 3M | -14.2% | +32.0% | -46.3% | -17.0% |
| 6M | -8.6% | +3.4% | -11.9% | -9.7% |
| YTD | +3.9% | +20.8% | -16.9% | +0.4% |
| 1Y | +1.8% | +22.4% | -20.6% | -2.2% |
| 3Y | +68.5% | +91.7% | -23.2% | +51.2% |
| 5Y | +62.4% | +79.0% | -16.6% | +45.7% |
| All | +88.5% | +159.3% | -70.7% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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