+284.2%
NEE vs ENB
+109.5%
+174.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -2.1% | +3.1% | -5.2% | -3.3% |
| 30D | +8.6% | +2.1% | +6.5% | +7.7% |
| 3M | -0.3% | -4.4% | +4.1% | +1.4% |
| 6M | -8.9% | -10.1% | +1.1% | -5.3% |
| YTD | +8.3% | +5.2% | +3.2% | +6.0% |
| 1Y | +4.3% | +4.2% | 0.0% | +2.3% |
| 3Y | +70.7% | +70.1% | +0.7% | +38.8% |
| 5Y | +12.8% | +59.4% | -46.6% | -6.3% |
| All | +284.2% | +109.5% | +174.7% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling