+1,917.9%
VRT vs ENB
+120.8%
+1,797.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.1% | +8.5% | +9.0% |
| 7D | -10.6% | -3.7% | -6.9% | -8.6% |
| 30D | -17.4% | +1.7% | -19.1% | -18.2% |
| 3M | -26.4% | -6.3% | -20.1% | -23.7% |
| 6M | -41.0% | -9.2% | -31.8% | -38.4% |
| YTD | +23.8% | +3.1% | +20.7% | +19.5% |
| 1Y | +11.6% | +3.4% | +8.2% | +7.4% |
| 3Y | +403.5% | +68.9% | +334.6% | +254.3% |
| 5Y | +647.0% | +51.7% | +595.3% | +464.7% |
| All | +1,917.9% | +120.8% | +1,797.1% | +1,064.4% |
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 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