+128.8%
XLP vs ENB
+99.8%
+29.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | +0.1% | -3.7% | +3.7% | +1.1% |
| 30D | +8.9% | +1.7% | +7.2% | +8.4% |
| 3M | +7.5% | -6.3% | +13.8% | +9.4% |
| 6M | +9.4% | -9.2% | +18.6% | +12.3% |
| YTD | +19.3% | +3.1% | +16.2% | +17.7% |
| 1Y | +21.7% | +3.4% | +18.4% | +20.0% |
| 3Y | +44.0% | +68.9% | -25.0% | +22.4% |
| 5Y | +42.8% | +51.7% | -8.9% | +24.3% |
| 10Y | +128.8% | +98.3% | +30.4% | +75.3% |
| All | +128.8% | +99.8% | +29.0% | +75.3% |
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