+69.4%
ENB vs FTV
+1.8%
+67.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.4% |
| 7D | -0.3% | -1.3% | +1.0% | -0.1% |
| 30D | -1.1% | -9.5% | +8.4% | +0.9% |
| 3M | -8.5% | -10.9% | +2.4% | -6.6% |
| 6M | -4.5% | -0.6% | -3.9% | -5.1% |
| YTD | +9.1% | +1.4% | +7.7% | +7.5% |
| 1Y | +8.0% | +17.6% | -9.7% | +2.3% |
| 3Y | +77.8% | -3.3% | +81.1% | +75.1% |
| 5Y | +69.4% | -0.1% | +69.5% | +58.6% |
| All | +69.4% | +1.8% | +67.5% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling