+117.5%
XLK vs ENB
+69.7%
+47.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.1% |
| 7D | -0.4% | -4.6% | +4.1% | -0.1% |
| 30D | -0.5% | -5.2% | +4.7% | -0.1% |
| 3M | +5.0% | -13.4% | +18.4% | +6.2% |
| 6M | +32.9% | -7.8% | +40.7% | +33.1% |
| YTD | +29.0% | +4.9% | +24.1% | +26.2% |
| 1Y | +37.8% | +3.2% | +34.6% | +35.2% |
| All | +117.5% | +69.7% | +47.9% | +90.0% |
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