+6.9%
NXT vs ENB
+9.4%
-2.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.3% | +11.4% | +11.1% |
| 7D | +30.0% | +0.5% | +29.5% | +30.1% |
| 30D | +28.6% | +6.0% | +22.6% | +29.8% |
| 3M | +8.4% | -7.4% | +15.8% | +7.2% |
| 6M | -8.7% | -8.5% | -0.3% | -10.5% |
| YTD | +22.5% | +6.1% | +16.4% | +12.7% |
| 1Y | +6.9% | +9.4% | -2.5% | -2.0% |
| All | +6.9% | +9.4% | -2.5% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling