+2,136.8%
ENB vs FTI
+1,779.9%
+356.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.4% |
| 7D | +1.7% | +4.3% | -2.7% | +0.6% |
| 30D | +0.7% | -4.7% | +5.3% | +1.6% |
| 3M | -5.8% | -13.5% | +7.7% | -2.8% |
| 6M | -11.3% | -8.7% | -2.6% | -10.1% |
| YTD | +3.7% | +49.0% | -45.3% | -6.9% |
| 1Y | +2.8% | +54.0% | -51.3% | -8.5% |
| 3Y | +67.7% | +211.6% | -143.9% | +21.8% |
| 5Y | +57.1% | +881.9% | -824.7% | -18.2% |
| 10Y | +106.6% | +188.1% | -81.5% | +26.1% |
| All | +2,136.8% | +1,779.9% | +356.9% | +939.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling