-24.1%
VST vs ENB
+3.4%
-27.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +19.2% | 0.0% | +19.2% | +19.1% |
| 30D | -17.2% | +1.4% | -18.5% | -17.3% |
| 3M | -8.1% | -5.2% | -3.0% | -7.3% |
| 6M | -8.1% | -9.9% | +1.8% | -6.4% |
| YTD | -16.3% | +4.7% | -20.9% | -18.7% |
| 1Y | -24.1% | +2.8% | -26.9% | -24.5% |
| All | -24.1% | +3.4% | -27.5% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling