+434.8%
ENB vs BTG
+385.9%
+49.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -0.8% |
| 7D | -0.3% | +2.4% | -2.7% | -0.5% |
| 30D | -1.1% | +9.5% | -10.6% | -1.9% |
| 3M | -8.5% | +38.5% | -47.0% | -11.2% |
| 6M | -4.5% | +5.6% | -10.2% | -5.7% |
| YTD | +9.1% | +23.9% | -14.8% | +6.0% |
| 1Y | +8.0% | +32.1% | -24.2% | +4.0% |
| 3Y | +77.8% | +103.2% | -25.4% | +63.4% |
| 5Y | +69.4% | +79.7% | -10.4% | +56.0% |
| 10Y | +100.5% | +159.1% | -58.7% | +73.9% |
| All | +434.8% | +385.9% | +49.0% | +262.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling