+90.4%
ENB vs VIG
+247.5%
-157.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -3.5% |
| 7D | -4.6% | -2.2% | -2.3% | -2.8% |
| 30D | -5.2% | -3.2% | -2.0% | -2.6% |
| 3M | -13.4% | +3.0% | -16.4% | -15.7% |
| 6M | -7.8% | +8.1% | -15.9% | -13.9% |
| YTD | +4.9% | +9.1% | -4.2% | -3.0% |
| 1Y | +3.2% | +12.6% | -9.3% | -7.2% |
| 3Y | +71.0% | +55.4% | +15.6% | +13.9% |
| 5Y | +64.0% | +62.8% | +1.2% | +3.4% |
| All | +90.4% | +247.5% | -157.2% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling