+325.3%
VWO vs ENB
+893.7%
-568.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | +0.9% | -1.1% | +2.0% | +1.4% |
| 3M | +4.3% | -8.5% | +12.7% | +8.9% |
| 6M | +10.5% | -4.5% | +15.1% | +12.5% |
| YTD | +13.4% | +9.1% | +4.3% | +6.5% |
| 1Y | +18.6% | +8.0% | +10.6% | +11.9% |
| 3Y | +65.8% | +77.8% | -12.0% | +15.6% |
| 5Y | +35.2% | +69.4% | -34.2% | -4.9% |
| 10Y | +116.6% | +100.5% | +16.2% | +26.3% |
| All | +325.3% | +893.7% | -568.4% | -32.8% |
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