+50.0%
FANG vs ENB
+68.0%
-18.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.3% |
| 7D | +2.9% | -4.7% | +7.5% | +5.5% |
| 30D | +2.6% | -5.9% | +8.5% | +5.9% |
| 3M | +7.6% | -14.2% | +21.8% | +16.9% |
| 6M | +17.3% | -8.6% | +25.9% | +22.8% |
| YTD | +38.7% | +3.9% | +34.8% | +34.8% |
| 1Y | +51.6% | +1.8% | +49.8% | +48.9% |
| 3Y | +50.0% | +68.5% | -18.5% | +9.2% |
| All | +50.0% | +68.0% | -18.1% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling