-32.0%
VST vs ENB
+5.2%
-37.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.5% | +13.1% | +10.8% |
| 7D | -9.8% | -5.2% | -4.6% | -9.2% |
| 30D | -25.1% | +2.2% | -27.3% | -25.5% |
| 3M | -11.6% | -8.1% | -3.5% | -10.4% |
| 6M | -20.9% | -11.2% | -9.7% | -19.4% |
| YTD | -22.3% | +2.0% | -24.3% | -24.4% |
| 1Y | -32.0% | +4.1% | -36.1% | -34.5% |
| All | -32.0% | +5.2% | -37.2% | -34.5% |
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