+11.5%
NEE vs ENB
+58.6%
-47.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -2.1% | +3.1% | -5.2% | -3.8% |
| 30D | +8.6% | +2.1% | +6.5% | +7.3% |
| 3M | -0.3% | -4.4% | +4.1% | +2.0% |
| 6M | -8.9% | -10.1% | +1.1% | -3.8% |
| YTD | +8.3% | +5.2% | +3.2% | +4.7% |
| 1Y | +4.3% | +4.2% | 0.0% | +1.1% |
| 3Y | +70.7% | +70.1% | +0.7% | +23.3% |
| All | +11.5% | +58.6% | -47.2% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling