+145.6%
XLK vs ENB
+61.9%
+83.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -0.2% |
| 7D | -0.4% | -4.6% | +4.1% | +1.0% |
| 30D | -0.5% | -5.2% | +4.7% | +1.1% |
| 3M | +5.0% | -13.4% | +18.4% | +9.6% |
| 6M | +32.9% | -7.8% | +40.7% | +35.3% |
| YTD | +29.0% | +4.9% | +24.1% | +24.5% |
| 1Y | +37.8% | +3.2% | +34.6% | +33.8% |
| 3Y | +118.7% | +71.0% | +47.7% | +65.5% |
| 5Y | +145.6% | +64.0% | +81.6% | +91.6% |
| All | +145.6% | +61.9% | +83.6% | +91.6% |
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