+88.5%
ENB vs VYM
+209.2%
-120.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.6% |
| 7D | -4.7% | -0.8% | -3.9% | -4.0% |
| 30D | -5.9% | -2.2% | -3.6% | -3.9% |
| 3M | -14.2% | +3.1% | -17.3% | -16.7% |
| 6M | -8.6% | +9.7% | -18.3% | -16.2% |
| YTD | +3.9% | +14.9% | -11.0% | -9.0% |
| 1Y | +1.8% | +17.6% | -15.8% | -12.8% |
| 3Y | +68.5% | +65.3% | +3.2% | +2.1% |
| 5Y | +62.4% | +78.7% | -16.3% | -9.2% |
| All | +88.5% | +209.2% | -120.6% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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