+938.9%
VTI vs ENB
+2,230.8%
-1,291.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +2.5% | +3.1% | -0.6% | +1.3% |
| 30D | -1.5% | +2.1% | -3.7% | -2.4% |
| 3M | -3.2% | -4.4% | +1.2% | -1.6% |
| 6M | +2.3% | -10.1% | +12.4% | +6.3% |
| YTD | +11.6% | +5.2% | +6.5% | +8.2% |
| 1Y | +13.8% | +4.2% | +9.5% | +10.6% |
| 3Y | +77.4% | +70.1% | +7.3% | +38.8% |
| 5Y | +64.6% | +59.4% | +5.2% | +31.5% |
| 10Y | +290.6% | +109.5% | +181.1% | +165.7% |
| All | +938.9% | +2,230.8% | -1,291.9% | +218.5% |
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