+110.8%
ENB vs FIVN
+282.0%
-171.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | -0.3% | -9.6% | +9.3% | +0.2% |
| 30D | -1.1% | -11.9% | +10.8% | -0.5% |
| 3M | -8.5% | +40.1% | -48.5% | -10.6% |
| 6M | -4.5% | +68.3% | -72.9% | -8.3% |
| YTD | +9.1% | +51.5% | -42.4% | +5.2% |
| 1Y | +8.0% | +15.1% | -7.2% | +5.9% |
| 3Y | +77.8% | -55.6% | +133.4% | +84.0% |
| 5Y | +69.4% | -82.4% | +151.8% | +83.5% |
| 10Y | +100.5% | +114.5% | -14.0% | +74.1% |
| All | +110.8% | +282.0% | -171.2% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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