+124.6%
XLP vs ENB
+100.6%
+24.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -0.5% |
| 7D | +0.7% | -5.2% | +5.9% | +2.3% |
| 30D | +10.3% | +2.2% | +8.1% | +9.5% |
| 3M | +6.5% | -8.1% | +14.6% | +9.0% |
| 6M | +8.4% | -11.2% | +19.6% | +11.9% |
| YTD | +18.2% | +2.0% | +16.2% | +17.0% |
| 1Y | +22.4% | +4.1% | +18.4% | +20.5% |
| 3Y | +41.9% | +64.7% | -22.8% | +21.5% |
| 5Y | +40.9% | +46.6% | -5.7% | +23.8% |
| All | +124.6% | +100.6% | +24.0% | +72.6% |
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 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