+9,728.0%
UNP vs ENB
+11,281.5%
-1,553.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -2.1% | -1.8% | -0.3% | -1.5% |
| 30D | +7.3% | +2.0% | +5.3% | +6.6% |
| 3M | +3.6% | -5.8% | +9.5% | +5.6% |
| 6M | +15.8% | -9.7% | +25.5% | +19.5% |
| YTD | +32.6% | +4.2% | +28.4% | +30.2% |
| 1Y | +37.2% | +3.2% | +34.0% | +35.2% |
| 3Y | +52.6% | +70.6% | -18.0% | +26.4% |
| 5Y | +40.6% | +55.1% | -14.6% | +19.7% |
| 10Y | +288.4% | +107.6% | +180.8% | +194.1% |
| All | +9,728.0% | +11,281.5% | -1,553.5% | +4,769.0% |
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 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