+3,488.9%
ENB vs FE
+556.6%
+2,932.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.1% |
| 7D | -5.2% | -1.0% | -4.2% | -4.9% |
| 30D | +2.2% | +4.1% | -2.0% | +0.9% |
| 3M | -8.1% | -1.0% | -7.0% | -7.8% |
| 6M | -11.2% | +4.0% | -15.2% | -12.3% |
| YTD | +2.0% | +6.8% | -4.8% | -0.2% |
| 1Y | +4.1% | +5.3% | -1.2% | +2.2% |
| 3Y | +64.7% | +44.6% | +20.2% | +45.8% |
| 5Y | +46.6% | +44.2% | +2.4% | +29.2% |
| 10Y | +102.7% | +107.3% | -4.6% | +56.0% |
| All | +3,488.9% | +556.6% | +2,932.2% | +2,268.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling