+100.5%
ENB vs FFIV
+239.4%
-139.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -1.6% |
| 7D | -0.3% | +3.5% | -3.8% | -1.1% |
| 30D | -1.1% | -1.3% | +0.2% | -0.9% |
| 3M | -8.5% | +2.4% | -10.8% | -9.5% |
| 6M | -4.5% | +41.8% | -46.4% | -13.2% |
| YTD | +9.1% | +58.5% | -49.4% | -4.1% |
| 1Y | +8.0% | +24.3% | -16.4% | +0.6% |
| 3Y | +77.8% | +152.0% | -74.2% | +31.6% |
| 5Y | +69.4% | +99.1% | -29.8% | +30.9% |
| 10Y | +100.5% | +242.8% | -142.3% | +16.4% |
| All | +100.5% | +239.4% | -139.0% | +16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling