+1,065.2%
NRG vs ENB
+92.6%
+972.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | -4.7% | -4.7% | 0.0% | -2.2% |
| 30D | -6.0% | -5.9% | -0.1% | -3.1% |
| 3M | -8.0% | -14.2% | +6.3% | -0.4% |
| 6M | -23.2% | -8.6% | -14.6% | -19.7% |
| YTD | -28.1% | +3.9% | -31.9% | -29.9% |
| 1Y | -27.3% | +1.8% | -29.1% | -28.5% |
| 3Y | +208.7% | +68.5% | +140.2% | +127.7% |
| 5Y | +197.7% | +62.4% | +135.2% | +123.1% |
| All | +1,065.2% | +92.6% | +972.6% | +762.6% |
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