+9.4%
ENB vs FFIV
+33.5%
-24.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +0.5% | -9.8% | +10.3% | +0.3% |
| 30D | +6.0% | -28.1% | +34.0% | +5.4% |
| 3M | -7.4% | -20.0% | +12.6% | -7.8% |
| 6M | -8.5% | -0.1% | -8.4% | -8.7% |
| YTD | +6.1% | +29.2% | -23.1% | +7.3% |
| 1Y | +9.4% | +36.6% | -27.2% | +11.8% |
| All | +9.4% | +33.5% | -24.1% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling