+100.5%
ENB vs BUD
-24.2%
+124.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | -0.3% | -1.3% | +1.0% | +0.1% |
| 30D | -1.1% | -6.1% | +5.1% | +1.1% |
| 3M | -8.5% | -3.8% | -4.7% | -7.4% |
| 6M | -4.5% | +8.2% | -12.7% | -7.9% |
| YTD | +9.1% | +23.6% | -14.5% | 0.0% |
| 1Y | +8.0% | +33.4% | -25.5% | -4.1% |
| 3Y | +77.8% | +45.3% | +32.5% | +49.5% |
| 5Y | +69.4% | +44.3% | +25.1% | +39.2% |
| 10Y | +100.5% | -22.8% | +123.2% | +78.1% |
| All | +100.5% | -24.2% | +124.7% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling