+542.2%
ENB vs BUD
+201.1%
+341.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -2.2% | -5.7% | +3.4% | -0.2% |
| 3M | -10.5% | +3.1% | -13.6% | -11.7% |
| 6M | -5.1% | +7.9% | -12.9% | -8.3% |
| YTD | +9.0% | +27.3% | -18.4% | -1.3% |
| 1Y | +8.2% | +37.8% | -29.6% | -5.1% |
| 3Y | +67.8% | +49.8% | +17.9% | +39.5% |
| 5Y | +69.4% | +43.8% | +25.5% | +39.9% |
| 10Y | +117.5% | -22.6% | +140.2% | +110.4% |
| All | +542.2% | +201.1% | +341.1% | +266.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling