+1,481.1%
VTR vs ENB
+5,028.5%
-3,547.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | -2.4% | -2.2% | -0.2% | -1.5% |
| 3M | +14.8% | -10.5% | +25.3% | +20.6% |
| 6M | +5.3% | -5.1% | +10.4% | +7.5% |
| YTD | +18.1% | +9.0% | +9.1% | +12.8% |
| 1Y | +36.7% | +8.2% | +28.5% | +30.9% |
| 3Y | +130.1% | +67.8% | +62.3% | +78.8% |
| 5Y | +89.5% | +69.4% | +20.1% | +46.2% |
| 10Y | +87.4% | +117.5% | -30.2% | +29.7% |
| All | +1,481.1% | +5,028.5% | -3,547.4% | +425.7% |
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