+9.4%
ENB vs VMC
+3.7%
+5.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -0.6% |
| 7D | +0.5% | +12.3% | -11.9% | -0.3% |
| 30D | +6.0% | +21.2% | -15.3% | +4.8% |
| 3M | -7.4% | +4.6% | -12.0% | -7.6% |
| 6M | -8.5% | +3.9% | -12.3% | -8.3% |
| YTD | +6.1% | +5.0% | +1.1% | +6.8% |
| 1Y | +9.4% | +2.6% | +6.8% | +10.7% |
| All | +9.4% | +3.7% | +5.7% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling