+140.2%
NI vs ENB
+94.4%
+45.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +1.0% |
| 7D | -0.6% | -4.6% | +4.0% | +1.3% |
| 30D | -1.4% | -5.2% | +3.8% | +0.7% |
| 3M | -10.6% | -13.4% | +2.8% | -5.2% |
| 6M | -9.9% | -7.8% | -2.1% | -6.9% |
| YTD | +1.2% | +4.9% | -3.7% | -1.0% |
| 1Y | +4.4% | +3.2% | +1.2% | +2.8% |
| 3Y | +68.6% | +71.0% | -2.4% | +35.5% |
| 5Y | +98.0% | +64.0% | +34.0% | +61.3% |
| All | +140.2% | +94.4% | +45.8% | +80.7% |
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 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