+788.5%
XLK vs ENB
+92.6%
+695.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +0.2% | -4.7% | +4.9% | +2.2% |
| 30D | -0.6% | -5.9% | +5.2% | +1.8% |
| 3M | +2.6% | -14.2% | +16.8% | +8.8% |
| 6M | +34.0% | -8.6% | +42.6% | +37.9% |
| YTD | +30.7% | +3.9% | +26.8% | +26.8% |
| 1Y | +39.2% | +1.8% | +37.4% | +36.0% |
| 3Y | +120.4% | +68.5% | +51.9% | +69.0% |
| 5Y | +148.8% | +62.4% | +86.4% | +93.1% |
| All | +788.5% | +92.6% | +695.9% | +489.3% |
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