+76.9%
ENB vs XYL
+16.4%
+60.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -0.3% | +0.8% | -1.2% | -0.4% |
| 30D | -1.1% | -10.8% | +9.8% | +0.1% |
| 3M | -8.5% | -2.5% | -5.9% | -8.4% |
| 6M | -4.5% | -12.2% | +7.6% | -3.4% |
| YTD | +9.1% | -20.1% | +29.2% | +11.4% |
| 1Y | +8.0% | -20.6% | +28.6% | +10.3% |
| All | +76.9% | +16.4% | +60.5% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling