+71.7%
ENB vs RVMD
+622.3%
-550.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -4.7% | -3.0% | -1.7% | -4.4% |
| 30D | -5.9% | -0.7% | -5.2% | -5.9% |
| 3M | -14.2% | +36.5% | -50.8% | -16.4% |
| 6M | -8.6% | +104.6% | -113.2% | -14.5% |
| YTD | +3.9% | +155.8% | -151.9% | -5.3% |
| 1Y | +1.8% | +340.7% | -338.9% | -12.0% |
| 3Y | +68.5% | +519.9% | -451.4% | +36.5% |
| 5Y | +62.4% | +584.9% | -522.5% | +24.3% |
| All | +71.7% | +622.3% | -550.6% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling