+14,317.4%
NUE vs ENB
+11,799.4%
+2,518.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.2% |
| 7D | +4.2% | -0.2% | +4.4% | +4.3% |
| 30D | -5.0% | -2.2% | -2.7% | -4.1% |
| 3M | -0.2% | -10.5% | +10.3% | +4.6% |
| 6M | +49.1% | -5.1% | +54.2% | +52.1% |
| YTD | +61.0% | +9.0% | +52.0% | +54.2% |
| 1Y | +82.5% | +8.2% | +74.3% | +75.0% |
| 3Y | +57.9% | +67.8% | -9.8% | +23.4% |
| 5Y | +146.6% | +69.4% | +77.2% | +92.7% |
| 10Y | +561.6% | +117.5% | +444.1% | +353.2% |
| All | +14,317.4% | +11,799.4% | +2,518.0% | +4,970.7% |
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