+51.7%
ENB vs VO
+36.2%
+15.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | -0.3% |
| 7D | -3.7% | -0.1% | -3.5% | -3.6% |
| 30D | +1.7% | +0.5% | +1.2% | +1.4% |
| 3M | -6.3% | -1.0% | -5.3% | -5.9% |
| 6M | -9.2% | +6.4% | -15.6% | -12.2% |
| YTD | +3.1% | +13.6% | -10.5% | -3.9% |
| 1Y | +3.4% | +14.5% | -11.1% | -4.2% |
| 3Y | +68.9% | +67.2% | +1.7% | +24.1% |
| 5Y | +51.7% | +36.1% | +15.6% | +18.9% |
| All | +51.7% | +36.2% | +15.5% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling