+22.4%
XLP vs ENB
+5.2%
+17.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -0.7% |
| 7D | +0.7% | -5.2% | +5.9% | +2.0% |
| 30D | +10.3% | +2.2% | +8.1% | +9.7% |
| 3M | +6.5% | -8.1% | +14.6% | +8.4% |
| 6M | +8.4% | -11.2% | +19.6% | +10.9% |
| YTD | +18.2% | +2.0% | +16.2% | +17.1% |
| 1Y | +22.4% | +4.1% | +18.4% | +20.5% |
| All | +22.4% | +5.2% | +17.2% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling