+64.0%
ENB vs VEU
+53.0%
+10.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.6% | -3.2% |
| 7D | -4.6% | -1.9% | -2.6% | -3.6% |
| 30D | -5.2% | -0.7% | -4.5% | -4.9% |
| 3M | -13.4% | +4.9% | -18.2% | -15.9% |
| 6M | -7.8% | +9.8% | -17.7% | -13.4% |
| YTD | +4.9% | +15.3% | -10.4% | -4.8% |
| 1Y | +3.2% | +23.0% | -19.8% | -10.4% |
| 3Y | +71.0% | +73.5% | -2.5% | +14.9% |
| 5Y | +64.0% | +54.5% | +9.5% | +13.9% |
| All | +64.0% | +53.0% | +10.9% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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