+28.0%
NU vs ENB
+68.4%
-40.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.5% | +11.2% | +11.5% |
| 7D | +9.9% | +3.1% | +6.8% | +8.4% |
| 30D | -11.5% | +2.1% | -13.6% | -12.4% |
| 3M | -5.1% | -4.4% | -0.7% | -3.4% |
| 6M | +3.1% | -10.1% | +13.2% | +7.3% |
| YTD | -21.0% | +5.2% | -26.2% | -25.3% |
| 1Y | -15.2% | +4.2% | -19.4% | -19.4% |
| 3Y | +56.4% | +70.1% | -13.6% | +4.0% |
| All | +28.0% | +68.4% | -40.5% | -24.9% |
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 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