+16.0%
NSC vs ENB
+3.5%
+12.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | -3.4% | -2.4% | -1.0% | -2.8% |
| 30D | +3.6% | +2.5% | +1.1% | +3.1% |
| 3M | -1.4% | -5.8% | +4.4% | -0.2% |
| 6M | +6.0% | -8.5% | +14.5% | +8.1% |
| YTD | +15.5% | +3.9% | +11.6% | +13.2% |
| All | +16.0% | +3.5% | +12.4% | +13.8% |
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