+5,605.4%
NSC vs ENB
+11,799.4%
-6,194.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.8% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | -3.2% | -2.2% | -1.0% | -2.6% |
| 3M | +7.7% | -10.5% | +18.2% | +11.5% |
| 6M | +4.5% | -5.1% | +9.6% | +6.1% |
| YTD | +15.6% | +9.0% | +6.6% | +11.9% |
| 1Y | +19.8% | +8.2% | +11.6% | +16.3% |
| 3Y | +70.1% | +67.8% | +2.3% | +42.2% |
| 5Y | +46.1% | +69.4% | -23.3% | +21.6% |
| 10Y | +328.1% | +117.5% | +210.6% | +222.0% |
| All | +5,605.4% | +11,799.4% | -6,194.0% | +3,026.0% |
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