+54.7%
ENB vs VMC
+50.0%
+4.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -2.4% | +1.1% | -3.5% | -2.7% |
| 30D | +2.5% | +17.7% | -15.2% | -1.1% |
| 3M | -5.8% | +1.1% | -6.8% | -6.2% |
| 6M | -8.5% | +1.8% | -10.3% | -9.3% |
| YTD | +3.9% | +1.5% | +2.4% | +2.6% |
| 1Y | +3.7% | -1.1% | +4.8% | +3.0% |
| 3Y | +70.1% | +38.8% | +31.3% | +50.6% |
| All | +54.7% | +50.0% | +4.6% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling