+402.8%
NVT vs ENB
+61.9%
+340.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -0.5% |
| 7D | +2.0% | -4.6% | +6.6% | +4.1% |
| 30D | -7.2% | -5.2% | -2.0% | -5.1% |
| 3M | -0.9% | -13.4% | +12.5% | +5.1% |
| 6M | +42.6% | -7.8% | +50.4% | +46.1% |
| YTD | +52.9% | +4.9% | +48.0% | +46.0% |
| 1Y | +64.5% | +3.2% | +61.2% | +58.1% |
| 3Y | +178.0% | +71.0% | +107.0% | +96.7% |
| 5Y | +402.8% | +64.0% | +338.8% | +253.1% |
| All | +402.8% | +61.9% | +340.9% | +253.1% |
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