+70.1%
ENB vs BTI
+149.4%
-79.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | +3.1% | +1.6% | +1.5% | +2.7% |
| 30D | +2.1% | +9.2% | -7.1% | -0.1% |
| 3M | -4.4% | +9.6% | -14.1% | -6.7% |
| 6M | -10.1% | -2.4% | -7.6% | -9.7% |
| YTD | +5.2% | +14.2% | -9.1% | +1.1% |
| 1Y | +4.2% | +20.3% | -16.1% | -1.1% |
| 3Y | +70.1% | +147.4% | -77.3% | +30.9% |
| All | +70.1% | +149.4% | -79.3% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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