+110.3%
ENB vs NTR
+103.7%
+6.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.3% | +0.5% | -0.9% | -0.5% |
| 30D | -1.1% | +21.7% | -22.8% | -7.9% |
| 3M | -8.5% | +22.8% | -31.2% | -15.3% |
| 6M | -4.5% | +8.2% | -12.8% | -8.4% |
| YTD | +9.1% | +32.9% | -23.8% | -3.4% |
| 1Y | +8.0% | +45.3% | -37.4% | -8.2% |
| 3Y | +77.8% | +41.7% | +36.2% | +48.8% |
| 5Y | +69.4% | +49.8% | +19.5% | +24.1% |
| All | +110.3% | +103.7% | +6.6% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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