+9,562.1%
UNP vs ENB
+11,160.3%
-1,598.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.0% |
| 7D | -3.3% | -3.7% | +0.4% | -2.0% |
| 30D | +6.7% | +1.7% | +5.0% | +6.1% |
| 3M | +1.8% | -6.3% | +8.1% | +3.9% |
| 6M | +13.3% | -9.2% | +22.5% | +16.7% |
| YTD | +30.3% | +3.1% | +27.2% | +28.5% |
| 1Y | +36.9% | +3.4% | +33.6% | +34.8% |
| 3Y | +50.9% | +68.9% | -18.0% | +25.4% |
| 5Y | +37.9% | +51.7% | -13.8% | +18.3% |
| 10Y | +293.8% | +98.3% | +195.4% | +202.1% |
| All | +9,562.1% | +11,160.3% | -1,598.2% | +4,703.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling