+2,168.9%
ENB vs FTI
+1,779.9%
+389.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | 0.0% |
| 7D | +3.1% | +4.3% | -1.2% | +2.1% |
| 30D | +2.1% | -4.7% | +6.8% | +3.0% |
| 3M | -4.4% | -13.5% | +9.1% | -1.4% |
| 6M | -10.1% | -8.7% | -1.3% | -8.8% |
| YTD | +5.2% | +49.0% | -43.8% | -5.5% |
| 1Y | +4.2% | +54.0% | -49.8% | -7.2% |
| 3Y | +70.1% | +211.6% | -141.5% | +23.6% |
| 5Y | +59.4% | +881.9% | -822.5% | -17.0% |
| 10Y | +109.5% | +188.1% | -78.6% | +27.9% |
| All | +2,168.9% | +1,779.9% | +389.0% | +954.5% |
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