+55.1%
ENB vs VFC
-67.9%
+123.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -1.8% | -1.4% | -0.4% | -1.7% |
| 30D | +2.0% | +30.7% | -28.7% | +0.3% |
| 3M | -5.8% | +40.6% | -46.4% | -7.9% |
| 6M | -9.7% | +16.5% | -26.2% | -10.8% |
| YTD | +4.2% | +16.2% | -12.0% | +2.5% |
| 1Y | +3.2% | +42.4% | -39.2% | -0.2% |
| 3Y | +70.6% | +48.1% | +22.5% | +55.8% |
| 5Y | +55.1% | -67.8% | +123.0% | +79.2% |
| All | +55.1% | -67.9% | +123.0% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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