+472.4%
NEM vs ENB
+11,892.0%
-11,419.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +3.9% | -0.5% | +4.3% | +4.0% |
| 30D | +12.7% | -0.2% | +12.9% | +12.7% |
| 3M | +28.7% | -7.5% | +36.2% | +31.0% |
| 6M | +9.8% | -4.1% | +13.9% | +10.6% |
| YTD | +28.1% | +9.8% | +18.3% | +24.4% |
| 1Y | +69.3% | +8.7% | +60.7% | +64.9% |
| 3Y | +247.7% | +79.0% | +168.7% | +197.8% |
| 5Y | +153.4% | +69.1% | +84.3% | +119.8% |
| 10Y | +291.3% | +96.5% | +194.8% | +214.9% |
| All | +472.4% | +11,892.0% | -11,419.6% | +247.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling