+32.3%
NSC vs ENB
+58.6%
-26.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +2.5% | +3.1% | -0.6% | +1.0% |
| 30D | +1.7% | +2.1% | -0.4% | +0.7% |
| 3M | -2.6% | -4.4% | +1.9% | -0.6% |
| 6M | +6.4% | -10.1% | +16.5% | +11.5% |
| YTD | +15.5% | +5.2% | +10.3% | +11.3% |
| 1Y | +17.6% | +4.2% | +13.4% | +13.8% |
| 3Y | +75.0% | +70.1% | +4.9% | +26.1% |
| All | +32.3% | +58.6% | -26.4% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling