+64.3%
XLF vs ENB
+61.6%
+2.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +1.1% |
| 7D | -1.5% | -4.7% | +3.2% | +0.5% |
| 30D | -1.2% | -5.9% | +4.7% | +1.3% |
| 3M | +9.2% | -14.2% | +23.4% | +16.2% |
| 6M | +16.3% | -8.6% | +24.9% | +20.0% |
| YTD | +5.4% | +3.9% | +1.5% | +1.8% |
| 1Y | +7.6% | +1.8% | +5.8% | +4.8% |
| 3Y | +74.2% | +68.5% | +5.7% | +27.4% |
| All | +64.3% | +61.6% | +2.7% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling