+100.5%
ENB vs VO
+193.0%
-92.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.1% |
| 7D | -0.3% | -0.6% | +0.3% | +0.1% |
| 30D | -1.1% | -1.9% | +0.9% | +0.3% |
| 3M | -8.5% | +3.3% | -11.7% | -10.8% |
| 6M | -4.5% | +9.7% | -14.2% | -11.3% |
| YTD | +9.1% | +12.6% | -3.5% | -0.9% |
| 1Y | +8.0% | +13.6% | -5.7% | -2.8% |
| 3Y | +77.8% | +56.8% | +21.0% | +21.9% |
| 5Y | +69.4% | +42.3% | +27.1% | +23.3% |
| 10Y | +100.5% | +199.2% | -98.7% | -28.8% |
| All | +100.5% | +193.0% | -92.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling