+69.1%
ENB vs FDS
-20.4%
+89.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +1.2% |
| 7D | -0.5% | -5.4% | +4.9% | +0.1% |
| 30D | -0.2% | +1.6% | -1.8% | -0.5% |
| 3M | -7.5% | +17.7% | -25.3% | -9.5% |
| 6M | -4.1% | +29.1% | -33.2% | -7.8% |
| YTD | +9.8% | +1.0% | +8.8% | +10.0% |
| 1Y | +8.7% | -21.6% | +30.3% | +14.8% |
| 3Y | +79.0% | -30.1% | +109.1% | +92.0% |
| 5Y | +69.1% | -20.7% | +89.8% | +79.8% |
| All | +69.1% | -20.4% | +89.5% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling