+2,857.1%
ENB vs FFIV
+7,518.9%
-4,661.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.0% |
| YTD | +9.0% | +53.0% | -44.0% | +5.9% |
| 1Y | +8.2% | +24.2% | -16.0% | +6.4% |
| 3Y | +67.8% | +137.2% | -69.5% | +58.1% |
| 5Y | +69.4% | +91.8% | -22.4% | +60.9% |
| 10Y | +117.5% | +215.2% | -97.6% | +100.2% |
| All | +2,857.1% | +7,518.9% | -4,661.8% | +2,356.7% |
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