+65.0%
NUE vs ENB
+76.5%
-11.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -6.1% | -1.1% | -5.0% | -5.8% |
| 3M | +1.7% | -8.5% | +10.1% | +4.2% |
| 6M | +53.1% | -4.5% | +57.6% | +54.9% |
| YTD | +59.0% | +9.1% | +50.0% | +54.3% |
| 1Y | +85.3% | +8.0% | +77.4% | +80.1% |
| All | +65.0% | +76.5% | -11.5% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling