+56.2%
XOP vs ENB
+98.3%
-42.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +1.2% |
| 7D | +1.0% | -0.3% | +1.3% | +1.3% |
| 30D | +10.8% | -1.1% | +11.9% | +11.9% |
| 3M | +19.5% | -8.5% | +27.9% | +29.7% |
| 6M | +21.6% | -4.5% | +26.1% | +26.1% |
| YTD | +55.8% | +9.1% | +46.7% | +41.6% |
| 1Y | +54.6% | +8.0% | +46.7% | +41.5% |
| 3Y | +36.6% | +77.8% | -41.2% | -26.2% |
| 5Y | +160.6% | +69.4% | +91.3% | +51.7% |
| 10Y | +56.2% | +100.5% | -44.2% | -16.6% |
| All | +56.2% | +98.3% | -42.0% | -16.6% |
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 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