+286.5%
UNP vs ENB
+101.8%
+184.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +0.9% |
| 7D | -0.9% | -2.4% | +1.5% | +0.3% |
| 30D | +8.0% | +2.5% | +5.5% | +6.7% |
| 3M | +3.3% | -5.8% | +9.1% | +6.1% |
| 6M | +14.7% | -8.5% | +23.2% | +19.2% |
| YTD | +31.9% | +3.9% | +28.0% | +28.4% |
| 1Y | +37.1% | +3.7% | +33.4% | +33.5% |
| 3Y | +51.9% | +70.1% | -18.2% | +14.0% |
| 5Y | +39.3% | +53.2% | -13.9% | +9.2% |
| All | +286.5% | +101.8% | +184.7% | +148.9% |
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