+644.6%
VRT vs ENB
+79.6%
+565.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | +13.6% | -0.5% | +14.1% | +13.7% |
| 30D | +6.8% | -0.2% | +7.0% | +6.8% |
| 3M | -3.2% | -7.5% | +4.3% | -2.1% |
| 6M | +20.3% | -4.1% | +24.5% | +20.3% |
| YTD | +79.6% | +9.8% | +69.8% | +71.6% |
| 1Y | +139.0% | +8.7% | +130.3% | +128.7% |
| 3Y | +644.6% | +79.0% | +565.6% | +535.4% |
| All | +644.6% | +79.6% | +565.0% | +535.4% |
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 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