+663.9%
ENB vs VEU
+192.1%
+471.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.2% |
| 7D | -0.2% | +1.1% | -1.4% | -1.0% |
| 30D | -2.2% | +2.2% | -4.4% | -3.8% |
| 3M | -10.5% | +3.0% | -13.5% | -12.8% |
| 6M | -5.1% | +10.9% | -15.9% | -12.7% |
| YTD | +9.0% | +18.2% | -9.2% | -4.5% |
| 1Y | +8.2% | +28.3% | -20.1% | -10.6% |
| 3Y | +67.8% | +74.6% | -6.9% | +10.3% |
| 5Y | +69.4% | +56.4% | +13.0% | +19.8% |
| 10Y | +117.5% | +153.0% | -35.5% | +12.6% |
| All | +663.9% | +192.1% | +471.8% | +230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling