+181.9%
FANG vs ENB
+92.6%
+89.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.8% |
| 7D | +2.9% | -4.7% | +7.5% | +7.7% |
| 30D | +2.6% | -5.9% | +8.5% | +8.7% |
| 3M | +7.6% | -14.2% | +21.8% | +25.1% |
| 6M | +17.3% | -8.6% | +25.9% | +27.0% |
| YTD | +38.7% | +3.9% | +34.8% | +31.4% |
| 1Y | +51.6% | +1.8% | +49.8% | +46.4% |
| 3Y | +50.0% | +68.5% | -18.5% | -17.2% |
| 5Y | +237.6% | +62.4% | +175.1% | +96.9% |
| All | +181.9% | +92.6% | +89.3% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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