+1,321.6%
ENB vs VO
+827.2%
+494.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.7% |
| 7D | -0.2% | -0.3% | 0.0% | -0.1% |
| 30D | -2.2% | -0.3% | -1.9% | -2.1% |
| 3M | -10.5% | +2.9% | -13.5% | -12.5% |
| 6M | -5.1% | +9.3% | -14.4% | -11.0% |
| YTD | +9.0% | +14.2% | -5.2% | -1.0% |
| 1Y | +8.2% | +15.3% | -7.0% | -2.5% |
| 3Y | +67.8% | +56.2% | +11.5% | +20.8% |
| 5Y | +69.4% | +42.4% | +26.9% | +28.1% |
| 10Y | +117.5% | +194.7% | -77.2% | +0.2% |
| All | +1,321.6% | +827.2% | +494.4% | +229.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling