+147.5%
XEL vs ENB
+94.4%
+53.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | +0.2% |
| 7D | -1.2% | -4.6% | +3.3% | +0.3% |
| 30D | -2.9% | -5.2% | +2.3% | -1.2% |
| 3M | -2.7% | -13.4% | +10.7% | +1.9% |
| 6M | -6.5% | -7.8% | +1.3% | -4.1% |
| YTD | +3.6% | +4.9% | -1.3% | +2.0% |
| 1Y | +7.5% | +3.2% | +4.3% | +6.3% |
| 3Y | +46.3% | +71.0% | -24.6% | +23.3% |
| 5Y | +30.5% | +64.0% | -33.5% | +10.9% |
| All | +147.5% | +94.4% | +53.1% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling