+1,250.4%
VUG vs ENB
+1,298.4%
-47.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | -0.3% | -2.2% | +1.9% | +0.5% |
| 3M | -0.7% | -10.5% | +9.8% | +3.5% |
| 6M | +14.6% | -5.1% | +19.7% | +16.3% |
| YTD | +9.0% | +9.0% | +0.1% | +4.2% |
| 1Y | +14.9% | +8.2% | +6.7% | +9.9% |
| 3Y | +86.0% | +67.8% | +18.3% | +46.1% |
| 5Y | +76.7% | +69.4% | +7.3% | +37.6% |
| 10Y | +411.3% | +117.5% | +293.8% | +240.4% |
| All | +1,250.4% | +1,298.4% | -47.9% | +353.3% |
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