-39.3%
VG vs ENB
+21.3%
-60.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | +0.4% |
| 7D | +1.7% | -0.2% | +1.9% | +1.9% |
| 30D | +16.0% | -2.2% | +18.2% | +18.4% |
| 3M | +9.7% | -10.5% | +20.2% | +21.3% |
| 6M | +29.6% | -5.1% | +34.6% | +36.3% |
| YTD | +112.0% | +9.0% | +103.1% | +95.4% |
| 1Y | +12.8% | +8.2% | +4.6% | +4.3% |
| All | -39.3% | +21.3% | -60.6% | -55.8% |
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