+422.3%
XLF vs ENB
+3,090.7%
-2,668.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | +0.2% | -2.2% | +2.4% | +1.1% |
| 3M | +11.7% | -10.5% | +22.2% | +17.0% |
| 6M | +13.8% | -5.1% | +18.9% | +15.8% |
| YTD | +7.0% | +9.0% | -2.0% | +2.0% |
| 1Y | +9.1% | +8.2% | +0.9% | +4.3% |
| 3Y | +75.6% | +67.8% | +7.9% | +36.5% |
| 5Y | +66.4% | +69.4% | -2.9% | +28.3% |
| 10Y | +250.3% | +117.5% | +132.8% | +133.0% |
| All | +422.3% | +3,090.7% | -2,668.5% | +74.1% |
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