+5,440.5%
NSC vs ENB
+11,039.2%
-5,598.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.0% |
| 7D | -6.6% | -5.2% | -1.4% | -5.0% |
| 30D | +2.2% | +2.2% | 0.0% | +1.4% |
| 3M | -6.2% | -8.1% | +1.8% | -3.7% |
| 6M | +1.7% | -11.2% | +12.9% | +5.5% |
| YTD | +12.2% | +2.0% | +10.2% | +11.0% |
| 1Y | +15.4% | +4.1% | +11.3% | +13.4% |
| 3Y | +73.3% | +64.7% | +8.6% | +45.8% |
| 5Y | +24.7% | +46.6% | -21.9% | +8.7% |
| 10Y | +324.5% | +102.7% | +221.8% | +226.9% |
| All | +5,440.5% | +11,039.2% | -5,598.7% | +3,000.8% |
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 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