+36.5%
XLB vs ENB
+71.0%
-34.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.3% |
| 7D | -0.2% | -0.5% | +0.2% | 0.0% |
| 30D | -1.7% | -0.2% | -1.5% | -1.8% |
| 3M | +4.4% | -7.5% | +11.9% | +8.1% |
| 6M | +5.0% | -4.1% | +9.2% | +6.5% |
| YTD | +15.5% | +9.8% | +5.7% | +8.5% |
| 1Y | +14.9% | +8.7% | +6.2% | +8.4% |
| 3Y | +34.5% | +79.0% | -44.5% | -7.1% |
| 5Y | +36.5% | +69.1% | -32.5% | -2.0% |
| All | +36.5% | +71.0% | -34.5% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling