+113.5%
ENB vs FTV
+109.2%
+4.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.1% | +3.9% | -0.8% | +1.7% |
| 30D | +2.1% | +18.7% | -16.5% | -4.2% |
| 3M | -4.4% | +10.0% | -14.4% | -8.0% |
| 6M | -10.1% | +14.6% | -24.6% | -15.2% |
| YTD | +5.2% | +23.4% | -18.2% | -4.7% |
| 1Y | +4.2% | +31.3% | -27.1% | -8.0% |
| 3Y | +70.1% | +39.8% | +30.3% | +40.9% |
| 5Y | +59.4% | +17.7% | +41.7% | +40.3% |
| All | +113.5% | +109.2% | +4.3% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling