+127.5%
XLP vs ENB
+105.8%
+21.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | +3.5% | -2.4% | +5.8% | +4.2% |
| 30D | +11.6% | +3.4% | +8.2% | +10.5% |
| 3M | +7.6% | -6.1% | +13.7% | +9.5% |
| 6M | +10.0% | -10.0% | +20.1% | +13.2% |
| YTD | +19.7% | +4.7% | +15.1% | +17.7% |
| 1Y | +23.5% | +7.5% | +16.0% | +20.3% |
| 3Y | +44.0% | +69.1% | -25.2% | +22.4% |
| 5Y | +42.7% | +50.4% | -7.7% | +24.5% |
| All | +127.5% | +105.8% | +21.7% | +73.6% |
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