+1,216.9%
VST vs ENB
+102.7%
+1,114.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +4.0% |
| 7D | +8.9% | -0.2% | +9.1% | +9.0% |
| 30D | +6.2% | -2.2% | +8.4% | +7.3% |
| 3M | -2.7% | -10.5% | +7.8% | +2.8% |
| 6M | -8.4% | -5.1% | -3.3% | -6.3% |
| YTD | -7.2% | +9.0% | -16.2% | -12.2% |
| 1Y | -20.9% | +8.2% | -29.1% | -25.1% |
| 3Y | +384.0% | +67.8% | +316.2% | +259.3% |
| 5Y | +757.1% | +69.4% | +687.7% | +534.2% |
| All | +1,216.9% | +102.7% | +1,114.2% | +747.7% |
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