+192.7%
VLO vs ENB
+79.6%
+113.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.1% |
| 7D | +5.8% | -0.5% | +6.2% | +5.9% |
| 30D | +28.3% | -0.2% | +28.5% | +28.4% |
| 3M | +48.7% | -7.5% | +56.3% | +51.6% |
| 6M | +71.9% | -4.1% | +76.0% | +73.6% |
| YTD | +138.7% | +9.8% | +128.9% | +132.9% |
| 1Y | +148.5% | +8.7% | +139.8% | +142.9% |
| 3Y | +192.7% | +79.0% | +113.7% | +129.7% |
| All | +192.7% | +79.6% | +113.1% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling