+157.7%
NEM vs ENB
+68.4%
+89.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.6% |
| 7D | +3.1% | -0.3% | +3.4% | +3.2% |
| 30D | +10.0% | -1.1% | +11.1% | +10.3% |
| 3M | +30.9% | -8.5% | +39.4% | +36.5% |
| 6M | +10.5% | -4.5% | +15.1% | +12.2% |
| YTD | +29.7% | +9.1% | +20.6% | +21.3% |
| 1Y | +71.1% | +8.0% | +63.2% | +60.8% |
| 3Y | +252.1% | +77.8% | +174.3% | +147.7% |
| 5Y | +157.7% | +69.4% | +88.4% | +83.7% |
| All | +157.7% | +68.4% | +89.3% | +83.7% |
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