+120.6%
VLO vs ENB
+9.4%
+111.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.4% | -5.7% |
| 7D | -6.0% | +0.5% | -6.4% | -6.1% |
| 30D | -12.9% | +6.0% | -18.8% | -14.1% |
| 3M | +18.3% | -7.4% | +25.7% | +20.1% |
| 6M | +46.4% | -8.5% | +54.9% | +49.2% |
| YTD | +127.7% | +6.1% | +121.6% | +132.9% |
| 1Y | +120.6% | +9.4% | +111.2% | +122.0% |
| All | +120.6% | +9.4% | +111.2% | +122.0% |
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