+601.6%
VLO vs ENB
+71.0%
+530.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +2.8% |
| 7D | +5.8% | -0.5% | +6.2% | +6.1% |
| 30D | +28.3% | -0.2% | +28.5% | +28.4% |
| 3M | +48.7% | -7.5% | +56.3% | +55.9% |
| 6M | +71.9% | -4.1% | +76.0% | +75.5% |
| YTD | +138.7% | +9.8% | +128.9% | +121.4% |
| 1Y | +148.5% | +8.7% | +139.8% | +131.5% |
| 3Y | +192.7% | +79.0% | +113.7% | +73.9% |
| 5Y | +601.6% | +69.1% | +532.5% | +324.4% |
| All | +601.6% | +71.0% | +530.6% | +324.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling