+139.9%
XLC vs ENB
+155.7%
-15.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.4% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -0.9% | -1.1% | +0.2% | -0.5% |
| 3M | -0.3% | -8.5% | +8.1% | +2.9% |
| 6M | -5.2% | -4.5% | -0.6% | -4.0% |
| YTD | -5.3% | +9.1% | -14.4% | -9.5% |
| 1Y | -2.8% | +8.0% | -10.8% | -6.8% |
| 3Y | +71.2% | +77.8% | -6.6% | +30.9% |
| 5Y | +37.6% | +69.4% | -31.8% | +6.8% |
| All | +139.9% | +155.7% | -15.9% | +54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling