+50.0%
UNP vs ENB
+71.0%
-21.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -0.7% | -0.5% | -0.3% | -0.6% |
| 30D | -1.1% | -0.2% | -0.9% | -1.1% |
| 3M | +7.9% | -7.5% | +15.4% | +11.4% |
| 6M | +14.6% | -4.1% | +18.8% | +16.3% |
| YTD | +26.6% | +9.8% | +16.8% | +20.5% |
| 1Y | +35.6% | +8.7% | +26.9% | +29.5% |
| 3Y | +45.5% | +79.0% | -33.5% | +6.6% |
| 5Y | +50.0% | +69.1% | -19.1% | +11.4% |
| All | +50.0% | +71.0% | -21.0% | +11.4% |
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