+367.1%
VT vs ENB
+414.1%
-47.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -0.3% | +0.5% | -0.8% | -0.6% |
| 30D | -1.4% | +6.0% | -7.4% | -4.3% |
| 3M | -1.4% | -7.4% | +6.0% | +2.1% |
| 6M | +5.5% | -8.5% | +13.9% | +9.3% |
| YTD | +12.8% | +6.1% | +6.7% | +8.1% |
| 1Y | +15.4% | +9.4% | +6.0% | +8.8% |
| 3Y | +76.9% | +71.5% | +5.4% | +31.0% |
| 5Y | +60.4% | +57.5% | +2.9% | +22.8% |
| 10Y | +232.8% | +110.9% | +121.9% | +105.1% |
| All | +367.1% | +414.1% | -47.0% | +11.5% |
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 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