+32.6%
NET vs ENB
+54.6%
-22.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.2% | -2.4% |
| 7D | -16.4% | +0.5% | -16.8% | -16.6% |
| 30D | -25.8% | +6.0% | -31.8% | -28.4% |
| 3M | -11.5% | -7.4% | -4.1% | -7.8% |
| 6M | +18.9% | -8.5% | +27.4% | +24.4% |
| YTD | +35.2% | +6.1% | +29.1% | +27.1% |
| 1Y | +14.5% | +9.4% | +5.1% | +5.0% |
| 3Y | +313.8% | +71.5% | +242.3% | +156.7% |
| 5Y | +32.6% | +57.5% | -24.9% | -5.3% |
| All | +32.6% | +54.6% | -22.0% | -5.3% |
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