+59.3%
ENB vs VCLT
-16.7%
+76.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +3.1% | -2.3% | +5.4% | +3.9% |
| 30D | +2.1% | +0.8% | +1.4% | +1.8% |
| 3M | -4.4% | -2.7% | -1.8% | -3.6% |
| 6M | -10.1% | -4.3% | -5.8% | -8.8% |
| YTD | +5.2% | -4.3% | +9.5% | +6.6% |
| 1Y | +4.2% | -4.4% | +8.6% | +5.6% |
| 3Y | +70.1% | +13.8% | +56.3% | +62.2% |
| All | +59.3% | -16.7% | +76.0% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling