+169.4%
XLV vs ENB
+92.6%
+76.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -3.6% | -4.7% | +1.1% | -2.1% |
| 30D | -1.8% | -5.9% | +4.0% | 0.0% |
| 3M | +7.8% | -14.2% | +22.0% | +13.1% |
| 6M | +9.1% | -8.6% | +17.7% | +11.9% |
| YTD | +7.7% | +3.9% | +3.8% | +5.8% |
| 1Y | +20.4% | +1.8% | +18.6% | +19.0% |
| 3Y | +30.8% | +68.5% | -37.7% | +8.3% |
| 5Y | +34.6% | +62.4% | -27.8% | +11.9% |
| All | +169.4% | +92.6% | +76.8% | +99.0% |
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 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