+100.5%
NXT vs ENB
+79.6%
+21.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +2.9% | -0.5% | +3.3% | +2.9% |
| 30D | -17.2% | -0.2% | -17.0% | -17.3% |
| 3M | -32.0% | -7.5% | -24.5% | -31.3% |
| 6M | -15.8% | -4.1% | -11.6% | -15.8% |
| YTD | -1.9% | +9.8% | -11.7% | -5.7% |
| 1Y | +22.5% | +8.7% | +13.8% | +17.9% |
| 3Y | +100.5% | +79.0% | +21.5% | +33.5% |
| All | +100.5% | +79.6% | +21.0% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling