+832.0%
XLB vs ENB
+2,942.3%
-2,110.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.5% |
| 7D | +0.5% | -2.4% | +2.9% | +1.6% |
| 30D | +6.9% | +2.5% | +4.4% | +5.7% |
| 3M | -0.2% | -5.8% | +5.6% | +2.3% |
| 6M | +3.3% | -8.5% | +11.8% | +6.8% |
| YTD | +18.0% | +3.9% | +14.1% | +15.1% |
| 1Y | +24.2% | +3.7% | +20.5% | +21.2% |
| 3Y | +44.7% | +70.1% | -25.3% | +12.6% |
| 5Y | +31.6% | +53.2% | -21.6% | +6.9% |
| 10Y | +164.2% | +100.2% | +64.0% | +83.6% |
| All | +832.0% | +2,942.3% | -2,110.3% | +229.2% |
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