+173.7%
VEA vs ENB
+564.0%
-390.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.9% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +1.9% | -2.2% | +4.2% | +3.0% |
| 3M | +3.2% | -10.5% | +13.7% | +8.8% |
| 6M | +10.2% | -5.1% | +15.3% | +12.4% |
| YTD | +18.9% | +9.0% | +9.9% | +12.5% |
| 1Y | +29.3% | +8.2% | +21.1% | +22.6% |
| 3Y | +76.8% | +67.8% | +9.0% | +31.4% |
| 5Y | +61.2% | +69.4% | -8.1% | +18.2% |
| 10Y | +163.3% | +117.5% | +45.8% | +56.8% |
| All | +173.7% | +564.0% | -390.3% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling