+282.5%
UNP vs ENB
+98.3%
+184.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -2.1% | -1.1% | -1.0% | -1.7% |
| 3M | +5.4% | -8.5% | +13.9% | +9.8% |
| 6M | +13.4% | -4.5% | +17.9% | +15.4% |
| YTD | +25.0% | +9.1% | +15.9% | +19.0% |
| 1Y | +34.6% | +8.0% | +26.6% | +28.6% |
| 3Y | +43.6% | +77.8% | -34.2% | +5.7% |
| 5Y | +51.7% | +69.4% | -17.6% | +13.4% |
| 10Y | +282.5% | +100.5% | +182.1% | +148.0% |
| All | +282.5% | +98.3% | +184.2% | +148.0% |
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