+1,117.4%
XLI vs ENB
+3,090.7%
-1,973.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -1.1% | -0.2% | -0.8% | -1.0% |
| 30D | -5.9% | -2.2% | -3.7% | -5.2% |
| 3M | -0.3% | -10.5% | +10.2% | +3.5% |
| 6M | +0.1% | -5.1% | +5.2% | +1.6% |
| YTD | +13.6% | +9.0% | +4.6% | +9.4% |
| 1Y | +17.2% | +8.2% | +9.0% | +13.0% |
| 3Y | +68.2% | +67.8% | +0.4% | +37.1% |
| 5Y | +80.7% | +69.4% | +11.3% | +46.4% |
| 10Y | +253.3% | +117.5% | +135.7% | +153.7% |
| All | +1,117.4% | +3,090.7% | -1,973.3% | +441.9% |
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