+3.2%
ENB vs VMC
-13.8%
+17.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.9% |
| 7D | -4.6% | -3.7% | -0.9% | -4.4% |
| 30D | -5.2% | -12.8% | +7.6% | -4.4% |
| 3M | -13.4% | -7.9% | -5.5% | -13.1% |
| 6M | -7.8% | -7.5% | -0.3% | -7.5% |
| YTD | +4.9% | -11.6% | +16.5% | +6.6% |
| 1Y | +3.2% | -14.3% | +17.5% | +5.2% |
| All | +3.2% | -13.8% | +17.0% | +5.2% |
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