+302.3%
NEM vs ENB
+92.6%
+209.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -1.0% | -4.7% | +3.7% | +0.4% |
| 30D | +7.8% | -5.9% | +13.7% | +9.6% |
| 3M | +30.2% | -14.2% | +44.5% | +35.8% |
| 6M | +9.6% | -8.6% | +18.2% | +12.0% |
| YTD | +27.8% | +3.9% | +23.9% | +25.6% |
| 1Y | +60.7% | +1.8% | +58.9% | +58.9% |
| 3Y | +245.3% | +68.5% | +176.8% | +198.0% |
| 5Y | +155.3% | +62.4% | +92.9% | +123.0% |
| All | +302.3% | +92.6% | +209.8% | +268.1% |
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