+512.3%
ENB vs BUD
+222.5%
+289.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.3% |
| 7D | -2.4% | +6.0% | -8.4% | -4.5% |
| 30D | +2.5% | +11.3% | -8.8% | -1.7% |
| 3M | -5.8% | +3.6% | -9.3% | -7.4% |
| 6M | -8.5% | +7.7% | -16.2% | -11.5% |
| YTD | +3.9% | +36.4% | -32.5% | -8.5% |
| 1Y | +3.7% | +37.8% | -34.2% | -9.2% |
| 3Y | +70.1% | +51.2% | +18.8% | +40.9% |
| 5Y | +53.2% | +53.4% | -0.2% | +23.6% |
| 10Y | +100.2% | -3.2% | +103.4% | +77.5% |
| All | +512.3% | +222.5% | +289.9% | +239.4% |
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