+1,106.7%
XLY vs ENB
+2,942.3%
-1,835.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.2% |
| 7D | -1.7% | -4.7% | +3.0% | -0.2% |
| 30D | -4.2% | -5.9% | +1.7% | -2.3% |
| 3M | -2.7% | -14.2% | +11.6% | +2.1% |
| 6M | -0.6% | -8.6% | +8.0% | +1.8% |
| YTD | -5.0% | +3.9% | -8.9% | -7.0% |
| 1Y | -4.1% | +1.8% | -5.9% | -5.6% |
| 3Y | +33.6% | +68.5% | -34.9% | +9.9% |
| 5Y | +28.7% | +62.4% | -33.7% | +7.1% |
| 10Y | +219.6% | +90.9% | +128.7% | +142.8% |
| All | +1,106.7% | +2,942.3% | -1,835.6% | +445.0% |
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 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