+43.3%
XLP vs ENB
+53.8%
-10.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | -0.5% | -1.8% | +1.3% | 0.0% |
| 30D | +8.3% | +2.0% | +6.3% | +7.6% |
| 3M | +8.7% | -5.8% | +14.5% | +10.6% |
| 6M | +11.2% | -9.7% | +20.9% | +14.4% |
| YTD | +20.0% | +4.2% | +15.8% | +17.8% |
| 1Y | +21.3% | +3.2% | +18.1% | +19.4% |
| 3Y | +43.8% | +70.6% | -26.7% | +19.5% |
| 5Y | +43.3% | +55.1% | -11.8% | +25.2% |
| All | +43.3% | +53.8% | -10.5% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling