+2,719.5%
ENB vs FFIV
+6,091.4%
-3,371.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -2.4% | -4.2% | +1.8% | -2.2% |
| 30D | +2.5% | -33.9% | +36.4% | +4.8% |
| 3M | -5.8% | -22.6% | +16.8% | -4.6% |
| 6M | -8.5% | -10.4% | +1.9% | -8.3% |
| YTD | +3.9% | +24.3% | -20.4% | +2.0% |
| 1Y | +3.7% | +31.8% | -28.1% | +1.4% |
| 3Y | +70.1% | +99.5% | -29.4% | +61.5% |
| 5Y | +53.2% | +40.7% | +12.5% | +47.9% |
| 10Y | +100.2% | +126.9% | -26.7% | +87.1% |
| All | +2,719.5% | +6,091.4% | -3,371.9% | +2,265.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling