+100.5%
ENB vs FE
+110.4%
-9.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -1.1% | -1.2% | +0.1% | -0.7% |
| 3M | -8.5% | +1.7% | -10.1% | -9.0% |
| 6M | -4.5% | -7.5% | +2.9% | -2.0% |
| YTD | +9.1% | +6.3% | +2.8% | +6.5% |
| 1Y | +8.0% | +10.9% | -2.9% | +3.8% |
| 3Y | +77.8% | +46.9% | +30.9% | +53.3% |
| 5Y | +69.4% | +47.6% | +21.8% | +45.0% |
| 10Y | +100.5% | +114.5% | -14.0% | +58.7% |
| All | +100.5% | +110.4% | -9.9% | +58.7% |
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