+116.9%
ENB vs XLRE
+109.5%
+7.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | 0.0% |
| 7D | -0.3% | -0.7% | +0.4% | +0.1% |
| 30D | -1.1% | -2.2% | +1.2% | +0.2% |
| 3M | -8.5% | -2.6% | -5.8% | -7.1% |
| 6M | -4.5% | +2.6% | -7.1% | -6.3% |
| YTD | +9.1% | +9.3% | -0.2% | +2.9% |
| 1Y | +8.0% | +7.2% | +0.7% | +2.9% |
| 3Y | +77.8% | +31.3% | +46.5% | +46.8% |
| 5Y | +69.4% | +8.1% | +61.2% | +55.8% |
| 10Y | +100.5% | +88.9% | +11.5% | +26.2% |
| All | +116.9% | +109.5% | +7.4% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling