+135.1%
VGT vs ENB
+61.9%
+73.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | +0.2% |
| 7D | -1.0% | -4.6% | +3.5% | +0.5% |
| 30D | -0.4% | -5.2% | +4.8% | +1.2% |
| 3M | +6.6% | -13.4% | +20.0% | +11.6% |
| 6M | +31.0% | -7.8% | +38.8% | +33.6% |
| YTD | +27.2% | +4.9% | +22.4% | +22.8% |
| 1Y | +34.5% | +3.2% | +31.2% | +30.4% |
| 3Y | +123.1% | +71.0% | +52.2% | +67.2% |
| 5Y | +135.1% | +64.0% | +71.1% | +81.8% |
| All | +135.1% | +61.9% | +73.2% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling