+124.8%
XRT vs ENB
+98.3%
+26.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.3% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -6.9% | -1.1% | -5.9% | -6.6% |
| 3M | -0.4% | -8.5% | +8.1% | +3.3% |
| 6M | +2.2% | -4.5% | +6.8% | +3.8% |
| YTD | -0.7% | +9.1% | -9.8% | -5.5% |
| 1Y | -2.0% | +8.0% | -10.0% | -6.4% |
| 3Y | +41.0% | +77.8% | -36.8% | +5.0% |
| 5Y | -3.3% | +69.4% | -72.7% | -26.4% |
| 10Y | +124.8% | +100.5% | +24.4% | +47.7% |
| All | +124.8% | +98.3% | +26.6% | +47.7% |
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