+34,532.9%
VLO vs ENB
+11,160.3%
+23,372.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.5% |
| 7D | -6.5% | -3.7% | -2.8% | -4.8% |
| 30D | -17.8% | +1.7% | -19.5% | -18.4% |
| 3M | +19.6% | -6.3% | +25.9% | +23.2% |
| 6M | +49.3% | -9.2% | +58.5% | +55.7% |
| YTD | +122.4% | +3.1% | +119.3% | +117.9% |
| 1Y | +107.4% | +3.4% | +104.1% | +102.9% |
| 3Y | +223.1% | +68.9% | +154.1% | +147.6% |
| 5Y | +432.2% | +51.7% | +380.5% | +333.2% |
| 10Y | +743.6% | +98.3% | +645.3% | +517.6% |
| All | +34,532.9% | +11,160.3% | +23,372.6% | +17,565.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling