+80.5%
VTV vs ENB
+61.9%
+18.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.2% | +0.8% |
| 7D | -2.1% | -4.6% | +2.5% | -0.3% |
| 30D | -1.3% | -5.2% | +3.9% | +0.7% |
| 3M | +5.6% | -13.4% | +19.0% | +11.6% |
| 6M | +12.4% | -7.8% | +20.2% | +15.5% |
| YTD | +17.6% | +4.9% | +12.8% | +14.0% |
| 1Y | +23.5% | +3.2% | +20.2% | +20.3% |
| 3Y | +67.0% | +71.0% | -4.0% | +26.4% |
| 5Y | +80.5% | +64.0% | +16.5% | +38.2% |
| All | +80.5% | +61.9% | +18.6% | +38.2% |
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