+69.4%
ENB vs XHB
+34.8%
+34.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.3% |
| 7D | -0.3% | -1.9% | +1.6% | +0.1% |
| 30D | -1.1% | -8.3% | +7.3% | +0.6% |
| 3M | -8.5% | -7.1% | -1.3% | -7.4% |
| 6M | -4.5% | -5.3% | +0.7% | -4.1% |
| YTD | +9.1% | -3.2% | +12.3% | +8.8% |
| 1Y | +8.0% | -13.9% | +21.8% | +10.6% |
| 3Y | +77.8% | +24.9% | +52.9% | +60.0% |
| 5Y | +69.4% | +34.5% | +34.9% | +40.0% |
| All | +69.4% | +34.8% | +34.5% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling