+637.4%
ENB vs VEU
+174.2%
+463.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.1% | +2.1% | +1.0% | +1.6% |
| 30D | +2.1% | -0.9% | +3.0% | +2.6% |
| 3M | -4.4% | -5.4% | +1.0% | -1.1% |
| 6M | -10.1% | -1.8% | -8.3% | -9.8% |
| YTD | +5.2% | +10.9% | -5.8% | -4.0% |
| 1Y | +4.2% | +13.6% | -9.3% | -6.4% |
| 3Y | +70.1% | +69.3% | +0.8% | +13.8% |
| 5Y | +59.4% | +48.1% | +11.3% | +16.7% |
| 10Y | +109.5% | +148.0% | -38.5% | +9.8% |
| All | +637.4% | +174.2% | +463.3% | +232.1% |
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