+103.6%
ENB vs FND
+57.9%
+45.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | +3.1% | -6.8% | +10.0% | +4.1% |
| 30D | +2.1% | +8.0% | -5.9% | +0.7% |
| 3M | -4.4% | -18.9% | +14.5% | -1.9% |
| 6M | -10.1% | +4.7% | -14.7% | -11.8% |
| YTD | +5.2% | -21.6% | +26.8% | +7.0% |
| 1Y | +4.2% | -22.0% | +26.3% | +6.0% |
| 3Y | +70.1% | -40.4% | +110.5% | +74.2% |
| 5Y | +59.4% | -63.8% | +123.2% | +72.3% |
| All | +103.6% | +57.9% | +45.7% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling