+1,112.0%
VST vs ENB
+100.6%
+1,011.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.5% | +13.1% | +11.9% |
| 7D | -9.8% | -5.2% | -4.6% | -7.3% |
| 30D | -25.1% | +2.2% | -27.3% | -26.2% |
| 3M | -11.6% | -8.1% | -3.5% | -8.0% |
| 6M | -20.9% | -11.2% | -9.7% | -16.4% |
| YTD | -22.3% | +2.0% | -24.3% | -24.1% |
| 1Y | -32.0% | +4.1% | -36.1% | -34.4% |
| 3Y | +262.4% | +64.7% | +197.6% | +171.7% |
| 5Y | +563.4% | +46.6% | +516.8% | +427.4% |
| All | +1,112.0% | +100.6% | +1,011.4% | +688.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling