+63.6%
ENB vs FRSH
-72.5%
+136.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -4.7% | -6.6% | +1.9% | -4.4% |
| 30D | -5.9% | +2.1% | -8.0% | -6.0% |
| 3M | -14.2% | +29.0% | -43.2% | -15.3% |
| 6M | -8.6% | +48.6% | -57.2% | -10.4% |
| YTD | +3.9% | -2.9% | +6.8% | +3.7% |
| 1Y | +1.8% | -7.9% | +9.7% | +1.9% |
| 3Y | +68.5% | -46.5% | +115.0% | +72.0% |
| All | +63.6% | -72.5% | +136.1% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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