+79.3%
ENB vs FFIV
+140.3%
-61.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | -0.2% | -1.0% | +0.7% | -0.2% |
| 30D | -2.2% | -5.1% | +2.8% | -2.0% |
| 3M | -10.5% | -4.5% | -6.1% | -10.4% |
| 6M | -5.1% | +36.5% | -41.5% | -7.2% |
| YTD | +9.0% | +53.0% | -44.0% | +5.6% |
| 1Y | +8.2% | +24.2% | -16.0% | +6.5% |
| All | +79.3% | +140.3% | -61.0% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling