+513.3%
ENB vs VIVK
-100.0%
+613.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | +0.8% |
| 7D | -0.5% | +13.1% | -13.5% | -0.5% |
| 30D | -0.2% | -29.7% | +29.5% | -0.2% |
| 3M | -7.5% | -93.0% | +85.5% | -7.5% |
| 6M | -4.1% | -98.0% | +93.8% | -4.1% |
| YTD | +9.8% | -97.8% | +107.6% | +9.9% |
| 1Y | +8.7% | -100.0% | +108.7% | +8.9% |
| 3Y | +79.0% | -100.0% | +179.0% | +79.2% |
| 5Y | +69.1% | -100.0% | +169.1% | +69.3% |
| 10Y | +96.5% | -100.0% | +196.5% | +97.2% |
| All | +513.3% | -100.0% | +613.3% | +511.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling