+139.5%
XLP vs ENB
+109.5%
+30.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +2.5% | +3.1% | -0.6% | +1.6% |
| 30D | +7.3% | +2.1% | +5.2% | +6.6% |
| 3M | +8.1% | -4.4% | +12.5% | +9.4% |
| 6M | +10.5% | -10.1% | +20.5% | +13.7% |
| YTD | +21.2% | +5.2% | +16.0% | +18.9% |
| 1Y | +22.7% | +4.2% | +18.5% | +20.7% |
| 3Y | +44.8% | +70.1% | -25.3% | +22.8% |
| 5Y | +44.7% | +59.4% | -14.7% | +24.2% |
| All | +139.5% | +109.5% | +30.0% | +80.7% |
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