+1,422.9%
FANG vs ENB
+153.7%
+1,269.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +2.1% |
| 7D | -0.4% | -0.3% | -0.1% | -0.1% |
| 30D | +2.4% | -1.1% | +3.5% | +3.3% |
| 3M | +4.9% | -8.5% | +13.4% | +13.4% |
| 6M | +12.0% | -4.5% | +16.6% | +16.1% |
| YTD | +37.1% | +9.1% | +28.0% | +25.6% |
| 1Y | +52.3% | +8.0% | +44.3% | +40.6% |
| 3Y | +45.0% | +77.8% | -32.9% | -17.2% |
| 5Y | +231.0% | +69.4% | +161.6% | +101.9% |
| 10Y | +177.5% | +100.5% | +77.0% | +58.8% |
| All | +1,422.9% | +153.7% | +1,269.2% | +652.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling