+90.4%
ENB vs VCLT
+17.0%
+73.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.7% | -3.3% |
| 7D | -4.6% | -1.3% | -3.3% | -3.9% |
| 30D | -5.2% | -1.1% | -4.1% | -4.7% |
| 3M | -13.4% | -3.7% | -9.7% | -11.9% |
| 6M | -7.8% | -4.0% | -3.8% | -6.1% |
| YTD | +4.9% | -3.4% | +8.3% | +6.5% |
| 1Y | +3.2% | -4.1% | +7.4% | +5.2% |
| 3Y | +71.0% | +11.0% | +60.0% | +61.0% |
| 5Y | +64.0% | -17.0% | +81.0% | +79.8% |
| All | +90.4% | +17.0% | +73.3% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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