+246.1%
NEM vs ENB
+77.6%
+168.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | +3.9% | -0.5% | +4.3% | +4.1% |
| 30D | +12.7% | -0.2% | +12.9% | +12.5% |
| 3M | +28.7% | -7.5% | +36.2% | +33.8% |
| 6M | +9.8% | -4.1% | +13.9% | +11.0% |
| YTD | +28.1% | +9.8% | +18.3% | +17.2% |
| 1Y | +69.3% | +8.7% | +60.7% | +55.8% |
| All | +246.1% | +77.6% | +168.4% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling