+833.6%
XLB vs ENB
+2,919.4%
-2,085.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | -1.4% | -3.7% | +2.3% | +0.3% |
| 30D | +7.1% | +1.7% | +5.4% | +6.3% |
| 3M | +0.6% | -6.3% | +6.9% | +3.3% |
| 6M | +3.5% | -9.2% | +12.7% | +7.4% |
| YTD | +18.2% | +3.1% | +15.1% | +15.7% |
| 1Y | +25.6% | +3.4% | +22.2% | +22.7% |
| 3Y | +46.7% | +68.9% | -22.3% | +14.4% |
| 5Y | +30.9% | +51.7% | -20.8% | +6.8% |
| 10Y | +167.7% | +98.3% | +69.4% | +86.8% |
| All | +833.6% | +2,919.4% | -2,085.8% | +230.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling