+145.1%
NUE vs ENB
+61.9%
+83.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | +1.1% |
| 7D | -2.7% | -4.6% | +1.9% | -0.3% |
| 30D | -6.1% | -5.2% | -0.9% | -3.5% |
| 3M | +2.2% | -13.4% | +15.6% | +10.2% |
| 6M | +50.8% | -7.8% | +58.6% | +56.5% |
| YTD | +57.5% | +4.9% | +52.6% | +51.4% |
| 1Y | +82.5% | +3.2% | +79.2% | +76.5% |
| 3Y | +61.7% | +71.0% | -9.3% | +8.4% |
| 5Y | +145.1% | +64.0% | +81.1% | +62.9% |
| All | +145.1% | +61.9% | +83.2% | +62.9% |
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