+70.1%
ENB vs VSXY
+339.2%
-269.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.8% | -3.8% |
| 7D | -4.6% | -0.3% | -4.2% | -4.5% |
| 30D | -5.2% | -22.1% | +16.8% | -5.1% |
| 3M | -13.4% | -1.1% | -12.2% | -13.4% |
| 6M | -7.8% | +53.8% | -61.6% | -8.1% |
| YTD | +4.9% | +35.5% | -30.6% | +4.4% |
| 1Y | +3.2% | +186.0% | -182.8% | +2.2% |
| All | +70.1% | +339.2% | -269.1% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling