+81.5%
ENB vs RVMD
+634.9%
-553.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -0.5% | -1.2% | +0.7% | -0.4% |
| 30D | -0.2% | +1.1% | -1.3% | -0.3% |
| 3M | -7.5% | +39.6% | -47.1% | -10.0% |
| 6M | -4.1% | +110.7% | -114.8% | -10.5% |
| YTD | +9.8% | +160.3% | -150.5% | -0.1% |
| 1Y | +8.7% | +404.9% | -396.2% | -7.3% |
| 3Y | +79.0% | +545.5% | -466.5% | +44.4% |
| 5Y | +69.1% | +584.7% | -515.6% | +29.6% |
| All | +81.5% | +634.9% | -553.4% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling