+101.4%
XLP vs ENB
+116.8%
-15.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -0.9% | -2.2% | +1.4% | -0.3% |
| 3M | +3.8% | -10.5% | +14.3% | +7.1% |
| 6M | -1.7% | -5.1% | +3.3% | -0.5% |
| YTD | +10.3% | +9.0% | +1.3% | +7.2% |
| 1Y | +7.8% | +8.2% | -0.4% | +4.9% |
| 3Y | +27.2% | +67.8% | -40.6% | +8.4% |
| 5Y | +32.5% | +69.4% | -36.9% | +11.9% |
| All | +101.4% | +116.8% | -15.4% | +52.2% |
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