+80.0%
ENB vs VSXY
+42.7%
+37.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.6% |
| 7D | -0.5% | -6.8% | +6.3% | -0.2% |
| 30D | -0.2% | -20.4% | +20.2% | +0.6% |
| 3M | -7.5% | +2.9% | -10.4% | -7.8% |
| 6M | -4.1% | +67.9% | -72.1% | -6.8% |
| YTD | +9.8% | +44.9% | -35.1% | +7.1% |
| 1Y | +8.7% | +205.9% | -197.2% | +1.9% |
| 3Y | +79.0% | +373.9% | -294.9% | +56.4% |
| 5Y | +69.1% | +23.5% | +45.6% | +59.2% |
| All | +80.0% | +42.7% | +37.3% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling