+513.3%
XRT vs ENB
+737.1%
-223.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.4% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | -4.2% | -2.2% | -2.0% | -3.3% |
| 3M | +5.1% | -10.5% | +15.6% | +10.3% |
| 6M | +2.4% | -5.1% | +7.5% | +4.3% |
| YTD | +3.2% | +9.0% | -5.8% | -1.8% |
| 1Y | +1.5% | +8.2% | -6.7% | -3.2% |
| 3Y | +40.6% | +67.8% | -27.2% | +7.4% |
| 5Y | -1.0% | +69.4% | -70.4% | -24.8% |
| 10Y | +128.4% | +117.5% | +10.9% | +45.9% |
| All | +513.3% | +737.1% | -223.8% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling