+134.0%
XLC vs ENB
+143.5%
-9.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +6.2% | -2.4% | +8.6% | +7.2% |
| 30D | -2.4% | +2.5% | -4.9% | -3.4% |
| 3M | -3.3% | -5.8% | +2.5% | -1.3% |
| 6M | -7.3% | -8.5% | +1.2% | -4.6% |
| YTD | -7.6% | +3.9% | -11.5% | -10.2% |
| 1Y | -3.7% | +3.7% | -7.4% | -6.3% |
| 3Y | +62.9% | +70.1% | -7.1% | +26.6% |
| 5Y | +41.6% | +53.2% | -11.5% | +14.5% |
| All | +134.0% | +143.5% | -9.6% | +52.9% |
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 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