+567.3%
VRT vs ENB
+46.5%
+520.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.8% |
| 7D | -21.4% | -5.2% | -16.2% | -19.1% |
| 30D | -25.8% | +2.2% | -28.0% | -26.6% |
| 3M | -33.5% | -8.1% | -25.5% | -30.5% |
| 6M | -49.0% | -11.2% | -37.8% | -46.4% |
| YTD | +12.9% | +2.0% | +11.0% | +8.5% |
| 1Y | 0.0% | +4.1% | -4.0% | -5.3% |
| 3Y | +361.8% | +64.7% | +297.1% | +210.0% |
| All | +567.3% | +46.5% | +520.8% | +426.7% |
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