+113.5%
ENB vs XHB
+237.3%
-123.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +3.1% | -0.2% | +3.3% | +3.1% |
| 30D | +2.1% | +9.9% | -7.8% | -1.8% |
| 3M | -4.4% | -6.3% | +1.9% | -2.5% |
| 6M | -10.1% | +3.8% | -13.9% | -12.5% |
| YTD | +5.2% | +0.1% | +5.0% | +2.9% |
| 1Y | +4.2% | -0.8% | +5.1% | +2.2% |
| 3Y | +70.1% | +35.6% | +34.5% | +38.0% |
| 5Y | +59.4% | +29.6% | +29.8% | +28.7% |
| All | +113.5% | +237.3% | -123.8% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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