+113.5%
ENB vs FE
+126.1%
-12.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +3.1% | +1.2% | +1.9% | +2.7% |
| 30D | +2.1% | +4.5% | -2.4% | +0.5% |
| 3M | -4.4% | +1.3% | -5.8% | -4.9% |
| 6M | -10.1% | +8.7% | -18.7% | -12.8% |
| YTD | +5.2% | +9.2% | -4.0% | +1.7% |
| 1Y | +4.2% | +7.0% | -2.7% | +1.5% |
| 3Y | +70.1% | +51.4% | +18.7% | +45.0% |
| 5Y | +59.4% | +47.7% | +11.7% | +36.3% |
| All | +113.5% | +126.1% | -12.6% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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