+64.0%
ENB vs BTG
+75.0%
-11.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -3.5% |
| 7D | -4.6% | -5.5% | +0.9% | -3.9% |
| 30D | -5.2% | +6.1% | -11.3% | -6.0% |
| 3M | -13.4% | +38.6% | -52.0% | -17.4% |
| 6M | -7.8% | +0.7% | -8.5% | -8.7% |
| YTD | +4.9% | +20.3% | -15.4% | +0.2% |
| 1Y | +3.2% | +25.0% | -21.8% | -2.8% |
| 3Y | +71.0% | +97.3% | -26.3% | +43.3% |
| 5Y | +64.0% | +78.3% | -14.3% | +39.7% |
| All | +64.0% | +75.0% | -11.0% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling