+2,723.0%
VRT vs ENB
+133.3%
+2,589.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.8% |
| 7D | +9.1% | -0.2% | +9.3% | +9.2% |
| 30D | +0.9% | -2.2% | +3.2% | +2.2% |
| 3M | -13.4% | -10.5% | -2.9% | -8.6% |
| 6M | +11.7% | -5.1% | +16.8% | +13.7% |
| YTD | +73.2% | +9.0% | +64.3% | +62.1% |
| 1Y | +123.4% | +8.2% | +115.2% | +109.1% |
| 3Y | +606.2% | +67.8% | +538.4% | +399.7% |
| 5Y | +899.9% | +69.4% | +830.5% | +608.8% |
| All | +2,723.0% | +133.3% | +2,589.7% | +1,479.7% |
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 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