+136.0%
XLC vs ENB
+146.6%
-10.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | +3.7% | +3.1% | +0.6% | +2.5% |
| 30D | -1.9% | +2.1% | -4.0% | -2.8% |
| 3M | -3.1% | -4.4% | +1.3% | -1.6% |
| 6M | -6.4% | -10.1% | +3.7% | -2.9% |
| YTD | -6.8% | +5.2% | -12.0% | -9.8% |
| 1Y | -1.7% | +4.2% | -5.9% | -4.6% |
| 3Y | +64.7% | +70.1% | -5.4% | +28.1% |
| 5Y | +41.1% | +59.4% | -18.3% | +12.2% |
| All | +136.0% | +146.6% | -10.6% | +53.5% |
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