+11,799.4%
ENB vs BTI
+6,053.3%
+5,746.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.6% |
| 7D | -0.2% | -1.4% | +1.2% | +0.1% |
| 30D | -2.2% | -6.6% | +4.4% | -1.0% |
| 3M | -10.5% | -3.0% | -7.5% | -10.1% |
| 6M | -5.1% | -6.7% | +1.6% | -4.0% |
| YTD | +9.0% | +0.6% | +8.4% | +8.5% |
| 1Y | +8.2% | +5.6% | +2.6% | +6.6% |
| 3Y | +67.8% | +110.3% | -42.6% | +43.9% |
| 5Y | +69.4% | +114.3% | -44.9% | +44.5% |
| 10Y | +117.5% | +67.7% | +49.9% | +89.8% |
| All | +11,799.4% | +6,053.3% | +5,746.0% | +8,016.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling