+51.7%
ENB vs FFIV
+42.4%
+9.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.8% |
| 7D | -3.7% | -2.1% | -1.6% | -3.4% |
| 30D | +1.7% | -33.8% | +35.5% | +6.3% |
| 3M | -6.3% | -20.6% | +14.3% | -4.5% |
| 6M | -9.2% | -10.2% | +1.1% | -9.4% |
| YTD | +3.1% | +24.5% | -21.4% | -2.6% |
| 1Y | +3.4% | +29.3% | -25.9% | -3.0% |
| 3Y | +68.9% | +103.8% | -34.9% | +38.7% |
| 5Y | +51.7% | +40.9% | +10.8% | +24.9% |
| All | +51.7% | +42.4% | +9.3% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling