+189.8%
NOC vs ENB
+94.4%
+95.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +1.8% |
| 7D | -1.8% | -4.6% | +2.8% | -0.4% |
| 30D | -9.4% | -5.2% | -4.2% | -8.0% |
| 3M | -3.8% | -13.4% | +9.5% | +0.3% |
| 6M | -28.8% | -7.8% | -20.9% | -27.2% |
| YTD | -7.9% | +4.9% | -12.8% | -9.6% |
| 1Y | -9.0% | +3.2% | -12.3% | -10.4% |
| 3Y | +29.1% | +71.0% | -41.9% | +8.3% |
| 5Y | +58.9% | +64.0% | -5.1% | +34.1% |
| All | +189.8% | +94.4% | +95.4% | +119.3% |
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 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