+61.1%
ENB vs XLRE
+8.4%
+52.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.4% |
| 7D | -4.7% | -1.2% | -3.5% | -4.1% |
| 30D | -5.9% | -2.4% | -3.5% | -4.8% |
| 3M | -14.2% | -2.5% | -11.8% | -13.3% |
| 6M | -8.6% | +4.0% | -12.6% | -10.4% |
| YTD | +3.9% | +9.3% | -5.4% | -0.7% |
| 1Y | +1.8% | +5.6% | -3.8% | -1.1% |
| 3Y | +68.5% | +31.3% | +37.2% | +45.2% |
| All | +61.1% | +8.4% | +52.6% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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