+111.7%
NI vs ENB
+58.6%
+53.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +4.3% | +3.1% | +1.2% | +2.6% |
| 30D | +12.4% | +2.1% | +10.2% | +11.1% |
| 3M | +10.2% | -4.4% | +14.6% | +12.8% |
| 6M | -0.8% | -10.1% | +9.2% | +4.9% |
| YTD | +13.2% | +5.2% | +8.1% | +9.6% |
| 1Y | +10.1% | +4.2% | +5.8% | +7.0% |
| 3Y | +103.1% | +70.1% | +33.0% | +49.4% |
| All | +111.7% | +58.6% | +53.0% | +66.3% |
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