+213.5%
ENB vs XYL
+449.8%
-236.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.1% |
| 7D | -0.2% | -5.0% | +4.8% | +1.6% |
| 30D | -2.2% | -13.2% | +11.0% | +2.7% |
| 3M | -10.5% | -3.7% | -6.8% | -9.8% |
| 6M | -5.1% | -17.7% | +12.6% | +0.9% |
| YTD | +9.0% | -21.5% | +30.5% | +17.3% |
| 1Y | +8.2% | -24.5% | +32.7% | +17.9% |
| 3Y | +67.8% | +6.9% | +60.8% | +55.8% |
| 5Y | +69.4% | -18.1% | +87.4% | +71.3% |
| 10Y | +117.5% | +134.7% | -17.2% | +39.8% |
| All | +213.5% | +449.8% | -236.3% | +61.6% |
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