+6,150.9%
ENB vs FDS
+10,266.7%
-4,115.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -2.4% | -2.0% | -0.4% | -2.1% |
| 30D | +2.5% | +13.5% | -11.0% | +0.5% |
| 3M | -5.8% | +15.2% | -21.0% | -8.1% |
| 6M | -8.5% | +47.0% | -55.5% | -14.6% |
| YTD | +3.9% | +13.9% | -10.0% | +0.2% |
| 1Y | +3.7% | +25.2% | -21.5% | -1.7% |
| 3Y | +70.1% | -25.3% | +95.4% | +73.7% |
| 5Y | +53.2% | -23.3% | +76.5% | +54.9% |
| 10Y | +100.2% | +126.0% | -25.8% | +72.6% |
| All | +6,150.9% | +10,266.7% | -4,115.8% | +4,050.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling