+162.4%
XOP vs ENB
+71.0%
+91.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.0% |
| 7D | +0.6% | -0.5% | +1.1% | +1.0% |
| 30D | +16.5% | -0.2% | +16.7% | +16.6% |
| 3M | +15.7% | -7.5% | +23.2% | +23.8% |
| 6M | +19.2% | -4.1% | +23.3% | +22.9% |
| YTD | +55.0% | +9.8% | +45.1% | +40.3% |
| 1Y | +54.2% | +8.7% | +45.5% | +40.5% |
| 3Y | +35.9% | +79.0% | -43.1% | -29.7% |
| 5Y | +162.4% | +69.1% | +93.3% | +43.3% |
| All | +162.4% | +71.0% | +91.4% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling