+548.6%
XRT vs ENB
+698.1%
-149.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.7% |
| 7D | +4.1% | -2.4% | +6.5% | +5.3% |
| 30D | +9.9% | +2.5% | +7.4% | +8.6% |
| 3M | +2.3% | -5.8% | +8.0% | +4.8% |
| 6M | +9.6% | -8.5% | +18.1% | +13.4% |
| YTD | +9.1% | +3.9% | +5.3% | +6.0% |
| 1Y | +16.2% | +3.7% | +12.5% | +12.9% |
| 3Y | +60.1% | +70.1% | -10.0% | +21.5% |
| 5Y | -0.5% | +53.2% | -53.7% | -20.9% |
| 10Y | +145.1% | +100.2% | +44.9% | +63.1% |
| All | +548.6% | +698.1% | -149.5% | +80.6% |
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