+640.9%
XLU vs ENB
+3,094.6%
-2,453.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +0.6% | -0.3% | +1.0% | +0.7% |
| 30D | -0.4% | -1.1% | +0.6% | -0.2% |
| 3M | -1.7% | -8.5% | +6.7% | +0.7% |
| 6M | -7.1% | -4.5% | -2.6% | -5.9% |
| YTD | +1.9% | +9.1% | -7.2% | -0.7% |
| 1Y | +6.1% | +8.0% | -1.8% | +3.6% |
| 3Y | +48.8% | +77.8% | -29.1% | +25.9% |
| 5Y | +43.8% | +69.4% | -25.6% | +22.9% |
| 10Y | +143.2% | +100.5% | +42.7% | +91.8% |
| All | +640.9% | +3,094.6% | -2,453.6% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling