+77.0%
VUG vs ENB
+69.7%
+7.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | -0.3% | -2.2% | +1.9% | +0.4% |
| 3M | -0.7% | -10.5% | +9.8% | +2.9% |
| 6M | +14.6% | -5.1% | +19.7% | +15.9% |
| YTD | +9.0% | +9.0% | +0.1% | +4.0% |
| 1Y | +14.9% | +8.2% | +6.7% | +9.7% |
| 3Y | +86.0% | +67.8% | +18.3% | +42.5% |
| All | +77.0% | +69.7% | +7.3% | +37.1% |
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