-1.7%
XLC vs ENB
+1.7%
-3.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.0% |
| 7D | +3.7% | +1.7% | +2.1% | +3.9% |
| 30D | -1.9% | +0.7% | -2.6% | -1.9% |
| 3M | -3.1% | -5.8% | +2.7% | -3.6% |
| 6M | -6.4% | -11.3% | +5.0% | -7.2% |
| YTD | -6.8% | +3.7% | -10.5% | -7.0% |
| 1Y | -1.7% | +2.8% | -4.5% | -1.8% |
| All | -1.7% | +1.7% | -3.4% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling