+70.3%
ENB vs VSXY
+37.5%
+32.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.0% | -1.1% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -5.9% | -18.7% | +12.8% | -5.2% |
| 3M | -14.2% | -4.0% | -10.3% | -14.3% |
| 6M | -8.6% | +67.5% | -76.1% | -11.1% |
| YTD | +3.9% | +39.7% | -35.8% | +1.5% |
| 1Y | +1.8% | +180.0% | -178.2% | -4.2% |
| 3Y | +68.5% | +337.3% | -268.8% | +48.1% |
| 5Y | +62.4% | +22.7% | +39.8% | +53.1% |
| All | +70.3% | +37.5% | +32.8% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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