+5,059.0%
NI vs ENB
+11,799.4%
-6,740.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.4% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | -3.5% | -2.2% | -1.3% | -3.0% |
| 3M | -9.1% | -10.5% | +1.4% | -6.4% |
| 6M | -11.8% | -5.1% | -6.8% | -10.6% |
| YTD | +1.1% | +9.0% | -7.9% | -1.3% |
| 1Y | +6.7% | +8.2% | -1.5% | +4.4% |
| 3Y | +71.1% | +67.8% | +3.3% | +48.7% |
| 5Y | +94.3% | +69.4% | +24.9% | +68.4% |
| 10Y | +135.8% | +117.5% | +18.3% | +87.0% |
| All | +5,059.0% | +11,799.4% | -6,740.4% | +2,673.6% |
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