+69.4%
ENB vs FTI
+1,177.2%
-1,107.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -0.3% | -2.3% | +2.0% | +0.1% |
| 30D | -1.1% | +5.0% | -6.1% | -1.9% |
| 3M | -8.5% | +13.8% | -22.3% | -10.7% |
| 6M | -4.5% | +22.9% | -27.4% | -8.3% |
| YTD | +9.1% | +75.0% | -65.9% | -1.7% |
| 1Y | +8.0% | +96.9% | -88.9% | -5.0% |
| 3Y | +77.8% | +276.7% | -198.9% | +34.3% |
| 5Y | +69.4% | +1,157.0% | -1,087.6% | -6.6% |
| All | +69.4% | +1,177.2% | -1,107.9% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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