+79.0%
ENB vs VMC
+22.8%
+56.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | -0.5% | -0.5% | +0.1% | -0.4% |
| 30D | -0.2% | -9.1% | +8.9% | +1.0% |
| 3M | -7.5% | -4.1% | -3.4% | -7.3% |
| 6M | -4.1% | -5.5% | +1.4% | -3.8% |
| YTD | +9.8% | -8.9% | +18.7% | +10.8% |
| 1Y | +8.7% | -12.9% | +21.6% | +10.5% |
| 3Y | +79.0% | +22.1% | +56.9% | +66.4% |
| All | +79.0% | +22.8% | +56.2% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling