+62.7%
ENB vs FGI
-70.4%
+133.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -0.9% |
| 7D | -0.2% | +0.5% | -0.8% | -0.2% |
| 30D | -2.2% | +65.4% | -67.6% | -2.6% |
| 3M | -10.5% | +23.5% | -34.0% | -10.7% |
| 6M | -5.1% | +60.5% | -65.6% | -5.7% |
| YTD | +9.0% | +30.0% | -21.0% | +8.4% |
| 1Y | +8.2% | +82.1% | -73.9% | +6.4% |
| 3Y | +67.8% | -4.4% | +72.1% | +64.8% |
| All | +62.7% | -70.4% | +133.0% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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