+9.4%
ENB vs XYL
-30.7%
+40.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -0.4% |
| 7D | +0.5% | +14.5% | -14.1% | +0.4% |
| 30D | +6.0% | -1.3% | +7.3% | +5.9% |
| 3M | -7.4% | -17.0% | +9.6% | -7.6% |
| 6M | -8.5% | -11.3% | +2.8% | -8.7% |
| YTD | +6.1% | -25.0% | +31.1% | +5.3% |
| 1Y | +9.4% | -31.5% | +40.9% | +8.9% |
| All | +9.4% | -30.7% | +40.1% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling