+64.0%
ENB vs VIVK
-100.0%
+164.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.4% | -6.3% | -3.9% |
| 7D | -4.6% | -9.5% | +4.9% | -4.5% |
| 30D | -5.2% | -35.1% | +29.9% | -4.9% |
| 3M | -13.4% | -93.4% | +80.0% | -11.8% |
| 6M | -7.8% | -98.0% | +90.2% | -5.8% |
| YTD | +4.9% | -97.9% | +102.7% | +6.4% |
| 1Y | +3.2% | -100.0% | +103.2% | +8.8% |
| 3Y | +71.0% | -100.0% | +171.0% | +78.1% |
| 5Y | +64.0% | -100.0% | +164.0% | +73.8% |
| All | +64.0% | -100.0% | +164.0% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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