+11,281.5%
ENB vs VFC
+1,360.5%
+9,921.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.8% | -1.4% | -0.4% | -1.6% |
| 30D | +2.0% | +30.7% | -28.7% | -1.9% |
| 3M | -5.8% | +40.6% | -46.4% | -10.5% |
| 6M | -9.7% | +16.5% | -26.2% | -12.4% |
| YTD | +4.2% | +16.2% | -12.0% | +0.4% |
| 1Y | +3.2% | +42.4% | -39.2% | -3.8% |
| 3Y | +70.6% | +48.1% | +22.5% | +46.5% |
| 5Y | +55.1% | -67.8% | +123.0% | +69.9% |
| 10Y | +107.6% | -48.5% | +156.0% | +106.7% |
| All | +11,281.5% | +1,360.5% | +9,921.0% | +9,816.2% |
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 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