+69.4%
ENB vs FND
-61.3%
+130.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | -0.3% | -0.8% | +0.5% | -0.3% |
| 30D | -1.1% | -19.6% | +18.5% | +0.6% |
| 3M | -8.5% | -4.3% | -4.1% | -8.5% |
| 6M | -4.5% | -20.4% | +15.9% | -3.3% |
| YTD | +9.1% | -21.9% | +30.9% | +10.4% |
| 1Y | +8.0% | -45.2% | +53.2% | +12.8% |
| 3Y | +77.8% | -49.2% | +127.1% | +84.0% |
| 5Y | +69.4% | -61.8% | +131.2% | +67.5% |
| All | +69.4% | -61.3% | +130.6% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling