+61.1%
ENB vs VYM
+77.5%
-16.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.5% |
| 7D | -4.7% | -0.8% | -3.9% | -4.1% |
| 30D | -5.9% | -2.2% | -3.6% | -4.3% |
| 3M | -14.2% | +3.1% | -17.3% | -16.2% |
| 6M | -8.6% | +9.7% | -18.3% | -14.9% |
| YTD | +3.9% | +14.9% | -11.0% | -6.8% |
| 1Y | +1.8% | +17.6% | -15.8% | -10.4% |
| 3Y | +68.5% | +65.3% | +3.2% | +8.2% |
| All | +61.1% | +77.5% | -16.5% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling