+75.0%
VTI vs ENB
+61.6%
+13.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -0.9% | -4.7% | +3.8% | +0.8% |
| 30D | -1.4% | -5.9% | +4.4% | +0.7% |
| 3M | +3.6% | -14.2% | +17.8% | +9.4% |
| 6M | +13.6% | -8.6% | +22.2% | +16.7% |
| YTD | +12.9% | +3.9% | +9.0% | +9.5% |
| 1Y | +17.2% | +1.8% | +15.4% | +14.5% |
| 3Y | +75.7% | +68.5% | +7.2% | +32.3% |
| All | +75.0% | +61.6% | +13.5% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling