+152.6%
XRT vs ENB
+99.8%
+52.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.2% |
| 7D | +2.5% | -3.7% | +6.1% | +4.2% |
| 30D | +10.3% | +1.7% | +8.6% | +9.4% |
| 3M | +2.4% | -6.3% | +8.7% | +5.1% |
| 6M | +10.0% | -9.2% | +19.2% | +14.1% |
| YTD | +9.5% | +3.1% | +6.4% | +6.7% |
| 1Y | +17.2% | +3.4% | +13.8% | +13.9% |
| 3Y | +62.0% | +68.9% | -6.9% | +23.0% |
| 5Y | -2.1% | +51.7% | -53.8% | -21.9% |
| 10Y | +152.6% | +98.3% | +54.2% | +68.2% |
| All | +152.6% | +99.8% | +52.8% | +68.2% |
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