+55.0%
XEL vs ENB
+69.7%
-14.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | +2.4% | +1.7% | +0.8% | +1.6% |
| 30D | +8.3% | +0.7% | +7.6% | +7.9% |
| 3M | +4.2% | -5.8% | +9.9% | +7.2% |
| 6M | +3.7% | -11.3% | +15.0% | +9.9% |
| YTD | +13.1% | +3.7% | +9.4% | +10.7% |
| 1Y | +5.0% | +2.8% | +2.2% | +3.2% |
| 3Y | +55.0% | +67.7% | -12.7% | +21.4% |
| All | +55.0% | +69.7% | -14.8% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling