+750.3%
NVT vs ENB
+157.7%
+592.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.3% |
| 7D | +4.1% | -4.7% | +8.7% | +7.4% |
| 30D | -5.1% | -5.9% | +0.7% | -1.4% |
| 3M | -1.2% | -14.2% | +13.1% | +8.6% |
| 6M | +46.6% | -8.6% | +55.2% | +53.3% |
| YTD | +60.0% | +3.9% | +56.1% | +52.4% |
| 1Y | +70.8% | +1.8% | +69.0% | +64.4% |
| 3Y | +187.5% | +68.5% | +119.1% | +88.5% |
| 5Y | +426.1% | +62.4% | +363.7% | +247.4% |
| All | +750.3% | +157.7% | +592.6% | +311.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling