-1.8%
XLY vs ENB
-8.2%
+6.4%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -1.1% |
| 7D | -3.9% | -4.6% | +0.7% | -4.7% |
| 30D | -6.1% | -5.2% | -0.9% | -7.0% |
| 3M | -1.2% | -13.4% | +12.2% | -3.4% |
| 6M | -1.8% | -7.8% | +6.0% | -4.1% |
| All | -1.8% | -8.2% | +6.4% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling