-49.7%
NRG vs ENB
+9.4%
-59.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.3% | -13.2% | -13.4% |
| 7D | -13.7% | +0.5% | -14.2% | -13.9% |
| 30D | -13.6% | +6.0% | -19.5% | -15.2% |
| 3M | -28.5% | -7.4% | -21.1% | -26.3% |
| 6M | -45.8% | -8.5% | -37.3% | -44.0% |
| YTD | -46.9% | +6.1% | -53.1% | -49.2% |
| 1Y | -49.7% | +9.4% | -59.1% | -52.4% |
| All | -49.7% | +9.4% | -59.1% | -52.4% |
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 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