+1,477.5%
XLK vs ENB
+3,094.6%
-1,617.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | +0.8% | -1.1% | +1.9% | +1.1% |
| 3M | +4.1% | -8.5% | +12.5% | +6.8% |
| 6M | +34.8% | -4.5% | +39.3% | +36.1% |
| YTD | +30.8% | +9.1% | +21.7% | +26.1% |
| 1Y | +42.4% | +8.0% | +34.4% | +37.5% |
| 3Y | +121.8% | +77.8% | +44.0% | +79.6% |
| 5Y | +146.6% | +69.4% | +77.2% | +102.5% |
| 10Y | +804.3% | +100.5% | +703.8% | +578.9% |
| All | +1,477.5% | +3,094.6% | -1,617.0% | +674.0% |
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 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