+98.3%
ENB vs VT
+223.7%
-125.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -1.0% |
| 7D | -3.7% | +0.4% | -4.0% | -4.1% |
| 30D | +1.7% | -2.6% | +4.3% | +3.7% |
| 3M | -6.3% | -3.2% | -3.1% | -4.1% |
| 6M | -9.2% | +0.9% | -10.1% | -10.7% |
| YTD | +3.1% | +11.3% | -8.2% | -7.3% |
| 1Y | +3.4% | +14.0% | -10.6% | -9.0% |
| 3Y | +68.9% | +75.8% | -6.9% | -2.0% |
| 5Y | +51.7% | +57.8% | -6.1% | -3.3% |
| 10Y | +98.3% | +219.8% | -121.5% | -45.0% |
| All | +98.3% | +223.7% | -125.3% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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