+68.9%
ENB vs BUD
+48.5%
+20.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.8% |
| 7D | -3.7% | +1.3% | -5.0% | -3.9% |
| 30D | +1.7% | +10.0% | -8.3% | -0.3% |
| 3M | -6.3% | +1.6% | -7.9% | -6.7% |
| 6M | -9.2% | +6.5% | -15.7% | -10.5% |
| YTD | +3.1% | +34.8% | -31.7% | -3.3% |
| 1Y | +3.4% | +36.5% | -33.1% | -3.4% |
| 3Y | +68.9% | +49.0% | +20.0% | +51.6% |
| All | +68.9% | +48.5% | +20.4% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling