+746.5%
ENB vs XME
+242.3%
+504.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -2.2% | +6.0% | -8.2% | -4.5% |
| 3M | -10.5% | -7.7% | -2.8% | -9.0% |
| 6M | -5.1% | +1.0% | -6.0% | -7.1% |
| YTD | +9.0% | +14.6% | -5.7% | +1.4% |
| 1Y | +8.2% | +46.0% | -37.7% | -8.3% |
| 3Y | +67.8% | +127.0% | -59.3% | +18.9% |
| 5Y | +69.4% | +175.8% | -106.4% | +9.1% |
| 10Y | +117.5% | +414.6% | -297.1% | +6.1% |
| All | +746.5% | +242.3% | +504.2% | +293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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