+717.1%
VLO vs ENB
+99.3%
+617.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.3% |
| 7D | -9.5% | -2.4% | -7.1% | -7.7% |
| 30D | -19.1% | +2.5% | -21.6% | -20.7% |
| 3M | +11.4% | -5.8% | +17.1% | +16.5% |
| 6M | +46.7% | -8.5% | +55.2% | +56.2% |
| YTD | +118.6% | +3.9% | +114.7% | +108.5% |
| 1Y | +99.9% | +3.7% | +96.2% | +90.7% |
| 3Y | +210.5% | +70.1% | +140.4% | +88.7% |
| 5Y | +432.7% | +53.2% | +379.5% | +255.3% |
| 10Y | +717.1% | +100.2% | +616.9% | +314.4% |
| All | +717.1% | +99.3% | +617.9% | +314.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling