+69.4%
ENB vs VIG
+62.2%
+7.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.3% |
| 7D | -0.3% | -1.2% | +0.8% | +0.4% |
| 30D | -1.1% | -2.8% | +1.8% | +0.6% |
| 3M | -8.5% | +2.5% | -10.9% | -10.0% |
| 6M | -4.5% | +8.1% | -12.6% | -9.2% |
| YTD | +9.1% | +9.6% | -0.5% | +2.7% |
| 1Y | +8.0% | +14.2% | -6.2% | -1.2% |
| 3Y | +77.8% | +56.1% | +21.7% | +28.7% |
| 5Y | +69.4% | +62.8% | +6.5% | +15.5% |
| All | +69.4% | +62.2% | +7.1% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling