+202.6%
ENB vs XYL
+389.9%
-187.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +3.1% | -3.7% | +6.9% | +4.4% |
| 30D | +2.1% | -8.3% | +10.5% | +4.4% |
| 3M | -4.4% | -21.4% | +17.0% | +3.0% |
| 6M | -10.1% | -12.9% | +2.9% | -6.9% |
| YTD | +5.2% | -30.1% | +35.3% | +16.8% |
| 1Y | +4.2% | -35.2% | +39.4% | +19.0% |
| 3Y | +70.1% | -0.8% | +70.9% | +60.7% |
| 5Y | +59.4% | -23.2% | +82.6% | +63.2% |
| 10Y | +109.5% | +101.2% | +8.3% | +41.0% |
| All | +202.6% | +389.9% | -187.3% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling