+751.2%
NVT vs ENB
+172.4%
+578.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.7% |
| 7D | +10.4% | -0.5% | +10.8% | +10.7% |
| 30D | -1.3% | -0.2% | -1.1% | -1.3% |
| 3M | -0.6% | -7.5% | +6.9% | +3.8% |
| 6M | +53.8% | -4.1% | +57.9% | +56.0% |
| YTD | +60.2% | +9.8% | +50.4% | +47.1% |
| 1Y | +76.8% | +8.7% | +68.1% | +63.0% |
| 3Y | +191.2% | +79.0% | +112.2% | +83.4% |
| 5Y | +430.9% | +69.1% | +361.9% | +242.2% |
| All | +751.2% | +172.4% | +578.9% | +297.4% |
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