+938.9%
VLO vs ENB
+98.3%
+840.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +2.1% |
| 7D | +6.2% | -0.3% | +6.6% | +6.5% |
| 30D | +23.5% | -1.1% | +24.6% | +24.4% |
| 3M | +53.9% | -8.5% | +62.3% | +64.3% |
| 6M | +81.7% | -4.5% | +86.2% | +86.9% |
| YTD | +142.5% | +9.1% | +133.4% | +122.9% |
| 1Y | +145.4% | +8.0% | +137.5% | +126.9% |
| 3Y | +197.3% | +77.8% | +119.5% | +75.2% |
| 5Y | +614.6% | +69.4% | +545.2% | +342.1% |
| 10Y | +938.9% | +100.5% | +838.4% | +422.5% |
| All | +938.9% | +98.3% | +840.6% | +422.5% |
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