+95.8%
NI vs ENB
+68.4%
+27.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.2% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | -0.3% | -1.1% | +0.8% | +0.3% |
| 3M | -9.5% | -8.5% | -1.0% | -5.1% |
| 6M | -10.2% | -4.5% | -5.7% | -8.1% |
| YTD | +1.8% | +9.1% | -7.3% | -3.3% |
| 1Y | +5.7% | +8.0% | -2.3% | +0.9% |
| 3Y | +69.6% | +77.8% | -8.2% | +22.7% |
| 5Y | +95.8% | +69.4% | +26.4% | +47.9% |
| All | +95.8% | +68.4% | +27.3% | +47.9% |
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