+103.0%
ENB vs FND
+54.9%
+48.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.4% | -3.6% |
| 7D | -4.6% | -5.1% | +0.5% | -3.8% |
| 30D | -5.2% | -22.5% | +17.3% | -1.8% |
| 3M | -13.4% | -5.0% | -8.4% | -13.4% |
| 6M | -7.8% | -21.5% | +13.7% | -5.6% |
| YTD | +4.9% | -23.0% | +27.9% | +7.3% |
| 1Y | +3.2% | -44.9% | +48.1% | +11.0% |
| 3Y | +71.0% | -50.0% | +121.0% | +81.0% |
| 5Y | +64.0% | -63.3% | +127.3% | +76.6% |
| All | +103.0% | +54.9% | +48.0% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling