+65.6%
NOC vs ENB
+55.5%
+10.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | +14.1% | +1.4% | +12.7% | +13.6% |
| 3M | -4.5% | -5.2% | +0.7% | -2.8% |
| 6M | -0.8% | -9.9% | +9.2% | +2.4% |
| YTD | -2.5% | +4.7% | -7.2% | -4.8% |
| 1Y | -0.1% | +2.8% | -2.8% | -1.8% |
| 3Y | +24.6% | +71.3% | -46.7% | +1.2% |
| 5Y | +65.6% | +58.6% | +7.0% | +38.4% |
| All | +65.6% | +55.5% | +10.1% | +38.4% |
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