+145.4%
VLO vs ENB
+8.3%
+137.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.7% |
| 7D | +6.2% | -0.3% | +6.6% | +6.3% |
| 30D | +23.5% | -1.1% | +24.6% | +23.7% |
| 3M | +53.9% | -8.5% | +62.3% | +56.3% |
| 6M | +81.7% | -4.5% | +86.2% | +83.7% |
| YTD | +142.5% | +9.1% | +133.4% | +147.0% |
| 1Y | +145.4% | +8.0% | +137.5% | +148.9% |
| All | +145.4% | +8.3% | +137.1% | +148.9% |
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