+11,329.0%
ENB vs VFC
+1,317.4%
+10,011.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.8% |
| 7D | 0.0% | -1.4% | +1.4% | +0.2% |
| 30D | +1.4% | +24.6% | -23.3% | -1.9% |
| 3M | -5.2% | +38.4% | -43.6% | -9.7% |
| 6M | -9.9% | +15.3% | -25.2% | -12.5% |
| YTD | +4.7% | +12.7% | -8.1% | +1.3% |
| 1Y | +2.8% | +32.7% | -29.9% | -3.2% |
| 3Y | +71.3% | +43.7% | +27.6% | +47.7% |
| 5Y | +58.6% | -69.2% | +127.8% | +74.8% |
| 10Y | +108.5% | -50.0% | +158.4% | +108.4% |
| All | +11,329.0% | +1,317.4% | +10,011.6% | +9,898.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling