+90.4%
ENB vs VSH
+179.3%
-88.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.7% |
| 7D | -4.6% | +3.1% | -7.6% | -5.1% |
| 30D | -5.2% | -5.7% | +0.5% | -4.4% |
| 3M | -13.4% | -42.5% | +29.1% | -5.9% |
| 6M | -7.8% | +82.7% | -90.5% | -22.9% |
| YTD | +4.9% | +118.2% | -113.3% | -16.4% |
| 1Y | +3.2% | +109.7% | -106.4% | -17.7% |
| 3Y | +71.0% | +35.3% | +35.7% | +46.5% |
| 5Y | +64.0% | +65.6% | -1.6% | +27.2% |
| All | +90.4% | +179.3% | -88.9% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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