+110.9%
ENB vs FND
+66.0%
+44.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | -0.2% | -5.2% | +5.0% | +0.5% |
| 30D | -2.2% | -19.9% | +17.6% | +0.8% |
| 3M | -10.5% | +2.7% | -13.2% | -11.5% |
| 6M | -5.1% | -21.7% | +16.6% | -2.6% |
| YTD | +9.0% | -17.5% | +26.5% | +10.4% |
| 1Y | +8.2% | -39.3% | +47.5% | +14.7% |
| 3Y | +67.8% | -49.8% | +117.5% | +77.9% |
| 5Y | +69.4% | -60.1% | +129.5% | +80.0% |
| All | +110.9% | +66.0% | +44.8% | +67.8% |
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