+44.2%
XLU vs ENB
+61.6%
-17.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | +0.2% |
| 7D | -1.6% | -4.7% | +3.0% | +0.7% |
| 30D | -3.3% | -5.9% | +2.6% | -0.5% |
| 3M | -3.2% | -14.2% | +11.1% | +4.3% |
| 6M | -7.0% | -8.6% | +1.6% | -3.0% |
| YTD | +0.6% | +3.9% | -3.3% | -1.7% |
| 1Y | +2.4% | +1.8% | +0.6% | +0.9% |
| 3Y | +46.3% | +68.5% | -22.2% | +11.0% |
| All | +44.2% | +61.6% | -17.4% | +14.0% |
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