+11,799.4%
ENB vs VFC
+845.1%
+10,954.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.2% |
| 7D | -0.2% | -1.6% | +1.4% | 0.0% |
| 30D | -2.2% | -11.6% | +9.4% | -0.6% |
| 3M | -10.5% | -18.1% | +7.6% | -8.5% |
| 6M | -5.1% | -27.4% | +22.3% | -1.7% |
| YTD | +9.0% | -24.8% | +33.8% | +11.9% |
| 1Y | +8.2% | -8.2% | +16.4% | +7.1% |
| 3Y | +67.8% | -29.1% | +96.9% | +60.5% |
| 5Y | +69.4% | -79.2% | +148.5% | +97.4% |
| 10Y | +117.5% | -68.1% | +185.6% | +132.1% |
| All | +11,799.4% | +845.1% | +10,954.2% | +10,949.4% |
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