+68.0%
ENB vs VLTO
+70.5%
-2.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -2.4% | +1.6% | -4.0% | -2.6% |
| 30D | +2.5% | +22.0% | -19.5% | +0.3% |
| 3M | -5.8% | +21.9% | -27.7% | -7.8% |
| 6M | -8.5% | +36.5% | -45.0% | -11.8% |
| YTD | +3.9% | +19.0% | -15.1% | +1.9% |
| 1Y | +3.7% | +21.0% | -17.3% | +1.3% |
| All | +68.0% | +70.5% | -2.5% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling