+1,464.0%
NRG vs ENB
+1,211.0%
+253.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -0.9% |
| 7D | -0.2% | -4.6% | +4.4% | +2.7% |
| 30D | -6.8% | -5.2% | -1.6% | -3.9% |
| 3M | -7.1% | -13.4% | +6.3% | +1.1% |
| 6M | -27.6% | -7.8% | -19.8% | -24.2% |
| YTD | -29.2% | +4.9% | -34.1% | -31.7% |
| 1Y | -29.9% | +3.2% | -33.1% | -31.9% |
| 3Y | +198.7% | +71.0% | +127.7% | +108.5% |
| 5Y | +192.9% | +64.0% | +128.9% | +107.9% |
| 10Y | +1,084.1% | +92.8% | +991.4% | +609.8% |
| All | +1,464.0% | +1,211.0% | +253.0% | +229.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling