+575.3%
FAST vs ENB
+100.6%
+474.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.1% |
| 7D | +2.1% | -5.2% | +7.3% | +4.0% |
| 30D | +6.9% | +2.2% | +4.7% | +6.0% |
| 3M | +4.8% | -8.1% | +12.9% | +7.8% |
| 6M | +19.8% | -11.2% | +31.0% | +24.3% |
| YTD | +34.9% | +2.0% | +32.9% | +33.0% |
| 1Y | +32.8% | +4.1% | +28.7% | +29.8% |
| 3Y | +93.7% | +64.7% | +29.0% | +59.0% |
| 5Y | +105.3% | +46.6% | +58.7% | +74.5% |
| All | +575.3% | +100.6% | +474.7% | +375.7% |
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