+1,181.0%
VUG vs ENB
+1,233.3%
-52.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | -1.2% | -2.4% | +1.2% | -0.2% |
| 30D | -8.9% | +2.5% | -11.4% | -9.9% |
| 3M | -5.9% | -5.8% | -0.1% | -3.9% |
| 6M | -3.3% | -8.5% | +5.2% | -0.4% |
| YTD | +3.4% | +3.9% | -0.5% | +0.5% |
| 1Y | +1.9% | +3.7% | -1.8% | -0.9% |
| 3Y | +76.9% | +70.1% | +6.9% | +38.0% |
| 5Y | +63.9% | +53.2% | +10.7% | +32.9% |
| 10Y | +396.2% | +100.2% | +296.0% | +242.1% |
| All | +1,181.0% | +1,233.3% | -52.3% | +337.5% |
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