+142.5%
XLC vs ENB
+155.4%
-13.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | +1.0% | -2.2% | +3.3% | +1.9% |
| 3M | -0.7% | -10.5% | +9.8% | +3.5% |
| 6M | -5.1% | -5.1% | -0.1% | -3.7% |
| YTD | -4.3% | +9.0% | -13.2% | -8.5% |
| 1Y | -0.6% | +8.2% | -8.8% | -4.7% |
| 3Y | +72.7% | +67.8% | +4.9% | +35.4% |
| 5Y | +38.0% | +69.4% | -31.4% | +7.1% |
| All | +142.5% | +155.4% | -13.0% | +55.8% |
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 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