+11,355.1%
ENB vs NTRS
+7,716.8%
+3,638.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.4% | -5.2% | -4.1% |
| 7D | -4.6% | +0.3% | -4.9% | -4.6% |
| 30D | -5.2% | +0.2% | -5.4% | -5.3% |
| 3M | -13.4% | +13.2% | -26.6% | -15.8% |
| 6M | -7.8% | +36.9% | -44.7% | -14.1% |
| YTD | +4.9% | +39.1% | -34.2% | -2.8% |
| 1Y | +3.2% | +50.4% | -47.2% | -6.1% |
| 3Y | +71.0% | +166.8% | -95.8% | +35.4% |
| 5Y | +64.0% | +92.9% | -28.9% | +37.2% |
| 10Y | +92.8% | +255.7% | -162.9% | +40.6% |
| All | +11,355.1% | +7,716.8% | +3,638.3% | +6,558.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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