+735.3%
ENB vs VIG
+623.5%
+111.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -0.2% | -0.4% | +0.2% | +0.1% |
| 30D | -2.2% | -1.0% | -1.3% | -1.5% |
| 3M | -10.5% | +2.8% | -13.3% | -12.6% |
| 6M | -5.1% | +8.2% | -13.3% | -11.3% |
| YTD | +9.0% | +11.0% | -2.1% | -0.5% |
| 1Y | +8.2% | +16.1% | -7.9% | -4.9% |
| 3Y | +67.8% | +56.2% | +11.6% | +13.7% |
| 5Y | +69.4% | +63.0% | +6.4% | +9.8% |
| 10Y | +117.5% | +241.4% | -123.9% | -23.4% |
| All | +735.3% | +623.5% | +111.8% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling