+5,601.7%
NSC vs ENB
+11,329.0%
-5,727.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -3.0% | -3.9% |
| 7D | -3.8% | -2.4% | -1.4% | -3.0% |
| 30D | +4.1% | +3.4% | +0.7% | +3.0% |
| 3M | -3.3% | -6.1% | +2.8% | -1.4% |
| 6M | +5.9% | -10.0% | +15.9% | +9.3% |
| YTD | +15.5% | +4.7% | +10.8% | +13.3% |
| 1Y | +19.3% | +7.5% | +11.8% | +16.0% |
| 3Y | +79.0% | +69.1% | +9.9% | +49.2% |
| 5Y | +28.3% | +50.4% | -22.1% | +10.9% |
| 10Y | +336.8% | +108.0% | +228.9% | +233.6% |
| All | +5,601.7% | +11,329.0% | -5,727.3% | +3,063.9% |
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