+533.3%
FAST vs ENB
+109.5%
+423.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.8% |
| 7D | +4.2% | +3.1% | +1.0% | +3.0% |
| 30D | +6.7% | +2.1% | +4.6% | +5.9% |
| 3M | +8.0% | -4.4% | +12.5% | +9.6% |
| 6M | +27.4% | -10.1% | +37.5% | +31.8% |
| YTD | +40.5% | +5.2% | +35.3% | +37.0% |
| 1Y | +38.4% | +4.2% | +34.1% | +35.3% |
| 3Y | +98.7% | +70.1% | +28.6% | +61.0% |
| 5Y | +106.7% | +59.4% | +47.3% | +70.4% |
| All | +533.3% | +109.5% | +423.9% | +342.2% |
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 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