+30.6%
VCIT vs ENB
+99.8%
-69.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +0.7% | -3.7% | +4.4% | +1.0% |
| 30D | +1.8% | +1.7% | +0.1% | +1.7% |
| 3M | -1.6% | -6.3% | +4.7% | -1.2% |
| 6M | -2.1% | -9.2% | +7.1% | -1.6% |
| YTD | -1.6% | +3.1% | -4.7% | -1.9% |
| 1Y | -0.8% | +3.4% | -4.2% | -1.1% |
| 3Y | +19.9% | +68.9% | -49.0% | +15.8% |
| 5Y | +3.3% | +51.7% | -48.4% | +0.2% |
| 10Y | +30.6% | +98.3% | -67.7% | +23.5% |
| All | +30.6% | +99.8% | -69.2% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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