-18.6%
NRG vs ENB
+7.5%
-26.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.9% | +7.3% | +6.7% |
| 7D | +7.1% | -0.2% | +7.3% | +7.1% |
| 30D | -1.4% | -2.2% | +0.8% | -0.8% |
| 3M | -10.5% | -10.5% | 0.0% | -6.4% |
| 6M | -26.7% | -5.1% | -21.7% | -25.8% |
| YTD | -24.5% | +9.0% | -33.5% | -26.5% |
| 1Y | -18.6% | +8.2% | -26.8% | -19.7% |
| All | -18.6% | +7.5% | -26.1% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling