-1.5%
VCIT vs ENB
+3.4%
-4.8%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +0.8% | +1.4% | -0.6% | +0.8% |
| 3M | -1.7% | -5.2% | +3.4% | -1.7% |
| 6M | -2.1% | -9.9% | +7.9% | -2.0% |
| YTD | -2.0% | +4.7% | -6.7% | -1.9% |
| 1Y | -1.5% | +2.8% | -4.2% | -1.4% |
| All | -1.5% | +3.4% | -4.8% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling