+64.0%
ENB vs BTSG
+421.3%
-357.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.7% |
| 7D | -0.5% | +5.7% | -6.2% | -0.7% |
| 30D | -0.2% | +0.2% | -0.4% | -0.2% |
| 3M | -7.5% | +5.6% | -13.2% | -7.7% |
| 6M | -4.1% | +50.8% | -54.9% | -5.8% |
| YTD | +9.8% | +67.0% | -57.2% | +7.2% |
| 1Y | +8.7% | +145.5% | -136.8% | +3.6% |
| All | +64.0% | +421.3% | -357.3% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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