+127.6%
NOK vs ENB
+94.4%
+33.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | +0.3% |
| 7D | +8.7% | -4.6% | +13.3% | +10.8% |
| 30D | +12.5% | -5.2% | +17.7% | +14.9% |
| 3M | -20.7% | -13.4% | -7.4% | -16.3% |
| 6M | +36.2% | -7.8% | +44.0% | +40.0% |
| YTD | +64.1% | +4.9% | +59.3% | +59.3% |
| 1Y | +132.4% | +3.2% | +129.1% | +126.4% |
| 3Y | +182.9% | +71.0% | +111.9% | +117.5% |
| 5Y | +102.8% | +64.0% | +38.8% | +58.6% |
| All | +127.6% | +94.4% | +33.2% | +56.1% |
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