+81.6%
XLF vs ENB
+72.2%
+9.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +2.7% | +3.1% | -0.5% | +1.9% |
| 30D | +7.6% | +2.1% | +5.5% | +7.1% |
| 3M | +1.1% | -4.4% | +5.5% | +2.0% |
| 6M | +15.9% | -10.1% | +25.9% | +18.5% |
| YTD | +8.4% | +5.2% | +3.3% | +5.1% |
| 1Y | +12.5% | +4.2% | +8.3% | +9.3% |
| 3Y | +81.6% | +70.1% | +11.5% | +45.7% |
| All | +81.6% | +72.2% | +9.4% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling