+100.5%
ENB vs FDS
+72.8%
+27.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.2% |
| 7D | -0.3% | -8.8% | +8.5% | +1.9% |
| 30D | -1.1% | -1.4% | +0.3% | -1.0% |
| 3M | -8.5% | +13.9% | -22.3% | -12.3% |
| 6M | -4.5% | +27.4% | -31.9% | -12.4% |
| YTD | +9.1% | -2.5% | +11.6% | +7.7% |
| 1Y | +8.0% | -23.8% | +31.7% | +14.8% |
| 3Y | +77.8% | -32.5% | +110.3% | +93.9% |
| 5Y | +69.4% | -23.2% | +92.6% | +71.8% |
| 10Y | +100.5% | +76.4% | +24.1% | +51.2% |
| All | +100.5% | +72.8% | +27.6% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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