+133.2%
XRT vs ENB
+109.5%
+23.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +1.7% | +3.1% | -1.4% | +0.4% |
| 30D | +7.5% | +2.1% | +5.4% | +6.4% |
| 3M | +2.2% | -4.4% | +6.6% | +4.0% |
| 6M | +14.7% | -10.1% | +24.7% | +19.6% |
| YTD | +7.5% | +5.2% | +2.3% | +3.7% |
| 1Y | +14.1% | +4.2% | +9.9% | +10.5% |
| 3Y | +58.8% | +70.1% | -11.3% | +20.0% |
| 5Y | -3.9% | +59.4% | -63.3% | -25.2% |
| All | +133.2% | +109.5% | +23.8% | +53.3% |
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 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