+9.4%
ENB vs RVMD
+244.4%
-235.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.3% |
| 7D | +0.5% | +5.8% | -5.3% | +0.6% |
| 30D | +6.0% | -3.8% | +9.8% | +5.9% |
| 3M | -7.4% | +3.2% | -10.6% | -7.3% |
| 6M | -8.5% | +35.0% | -43.5% | -7.8% |
| YTD | +6.1% | +150.7% | -144.6% | +9.0% |
| 1Y | +9.4% | +241.0% | -231.6% | +12.9% |
| All | +9.4% | +244.4% | -235.0% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling