+619.4%
ENB vs VYM
+487.3%
+132.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.2% |
| 7D | -0.3% | -1.0% | +0.7% | +0.5% |
| 30D | -1.1% | -2.0% | +1.0% | +0.5% |
| 3M | -8.5% | +3.1% | -11.5% | -10.8% |
| 6M | -4.5% | +8.9% | -13.4% | -11.0% |
| YTD | +9.1% | +14.7% | -5.6% | -2.6% |
| 1Y | +8.0% | +19.4% | -11.5% | -6.8% |
| 3Y | +77.8% | +65.4% | +12.4% | +16.5% |
| 5Y | +69.4% | +77.6% | -8.2% | +4.9% |
| 10Y | +100.5% | +207.8% | -107.3% | -17.9% |
| All | +619.4% | +487.3% | +132.1% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling