+167.1%
NXT vs ENB
+52.4%
+114.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.5% |
| 7D | -2.6% | -4.6% | +2.0% | -1.7% |
| 30D | -22.4% | -5.2% | -17.2% | -21.7% |
| 3M | -27.3% | -13.4% | -13.9% | -25.2% |
| 6M | -28.5% | -7.8% | -20.7% | -27.8% |
| YTD | -6.6% | +4.9% | -11.5% | -9.9% |
| 1Y | +20.4% | +3.2% | +17.1% | +16.5% |
| 3Y | +90.9% | +71.0% | +19.9% | +38.0% |
| All | +167.1% | +52.4% | +114.7% | +105.7% |
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