+820.5%
XLB vs ENB
+3,090.7%
-2,270.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | 0.0% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -0.4% | -2.2% | +1.9% | +0.5% |
| 3M | +2.0% | -10.5% | +12.5% | +6.7% |
| 6M | +1.8% | -5.1% | +6.9% | +3.6% |
| YTD | +16.6% | +9.0% | +7.6% | +11.4% |
| 1Y | +16.9% | +8.2% | +8.7% | +12.0% |
| 3Y | +32.6% | +67.8% | -35.2% | +3.7% |
| 5Y | +35.6% | +69.4% | -33.7% | +5.6% |
| 10Y | +160.0% | +117.5% | +42.5% | +74.1% |
| All | +820.5% | +3,090.7% | -2,270.2% | +218.8% |
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