+1,740.6%
VRT vs ENB
+118.4%
+1,622.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.9% |
| 7D | -21.4% | -5.2% | -16.2% | -18.9% |
| 30D | -25.8% | +2.2% | -28.0% | -26.7% |
| 3M | -33.5% | -8.1% | -25.5% | -30.4% |
| 6M | -49.0% | -11.2% | -37.8% | -46.2% |
| YTD | +12.9% | +2.0% | +11.0% | +9.6% |
| 1Y | 0.0% | +4.1% | -4.0% | -4.2% |
| 3Y | +361.8% | +64.7% | +297.1% | +229.7% |
| 5Y | +565.1% | +46.6% | +518.6% | +412.3% |
| All | +1,740.6% | +118.4% | +1,622.2% | +968.0% |
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