+566.5%
VTRS vs ENB
+11,813.6%
-11,247.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -3.5% | -0.3% | -3.1% | -3.4% |
| 30D | +2.1% | -1.1% | +3.2% | +2.4% |
| 3M | +2.6% | -8.5% | +11.1% | +5.3% |
| 6M | +17.8% | -4.5% | +22.3% | +19.0% |
| YTD | +35.7% | +9.1% | +26.6% | +31.4% |
| 1Y | +63.5% | +8.0% | +55.5% | +58.8% |
| 3Y | +85.1% | +77.8% | +7.3% | +53.6% |
| 5Y | +42.5% | +69.4% | -26.9% | +19.8% |
| 10Y | -48.2% | +100.5% | -148.7% | -59.8% |
| All | +566.5% | +11,813.6% | -11,247.1% | +213.4% |
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