+23.6%
VRT vs ENB
+3.2%
+20.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.6% |
| 7D | +10.5% | +3.1% | +7.4% | +10.4% |
| 30D | -9.3% | +2.1% | -11.4% | -9.1% |
| 3M | -29.6% | -4.4% | -25.2% | -29.5% |
| 6M | -45.4% | -10.1% | -35.3% | -45.9% |
| YTD | +24.8% | +5.2% | +19.6% | +16.0% |
| 1Y | +23.6% | +4.2% | +19.4% | +15.8% |
| All | +23.6% | +3.2% | +20.5% | +15.8% |
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