+420.5%
VUG vs ENB
+98.3%
+322.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -1.7% | -1.1% | -0.6% | -1.3% |
| 3M | +2.8% | -8.5% | +11.3% | +6.1% |
| 6M | +13.6% | -4.5% | +18.2% | +14.9% |
| YTD | +8.1% | +9.1% | -1.0% | +3.2% |
| 1Y | +13.1% | +8.0% | +5.1% | +8.3% |
| 3Y | +87.0% | +77.8% | +9.1% | +43.0% |
| 5Y | +76.0% | +69.4% | +6.6% | +37.0% |
| 10Y | +420.5% | +100.5% | +320.0% | +251.4% |
| All | +420.5% | +98.3% | +322.2% | +251.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling