+248.8%
XLF vs ENB
+92.6%
+156.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +1.1% |
| 7D | -1.5% | -4.7% | +3.2% | +0.8% |
| 30D | -1.2% | -5.9% | +4.7% | +1.7% |
| 3M | +9.2% | -14.2% | +23.4% | +17.5% |
| 6M | +16.3% | -8.6% | +24.9% | +20.8% |
| YTD | +5.4% | +3.9% | +1.5% | +2.0% |
| 1Y | +7.6% | +1.8% | +5.8% | +5.0% |
| 3Y | +74.2% | +68.5% | +5.7% | +28.4% |
| 5Y | +66.1% | +62.4% | +3.7% | +23.9% |
| All | +248.8% | +92.6% | +156.3% | +121.0% |
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