-30.1%
NVTS vs ENB
+52.4%
-82.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.9% | -6.5% |
| 7D | +3.9% | +3.1% | +0.8% | +3.0% |
| 30D | -4.3% | +2.1% | -6.4% | -5.1% |
| 3M | -34.5% | -4.4% | -30.1% | -33.6% |
| 6M | -57.7% | -10.1% | -47.7% | -56.5% |
| YTD | +25.4% | +5.2% | +20.2% | +20.0% |
| 1Y | +13.1% | +4.2% | +8.9% | +8.7% |
| 3Y | +48.9% | +70.1% | -21.2% | -6.3% |
| 5Y | -51.8% | +59.4% | -111.2% | -63.8% |
| All | -30.1% | +52.4% | -82.4% | -48.0% |
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