+90.1%
FAST vs ENB
+67.6%
+22.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.9% |
| 7D | -0.4% | -0.2% | -0.1% | -0.3% |
| 30D | -0.8% | -2.2% | +1.5% | -0.3% |
| 3M | +5.8% | -10.5% | +16.3% | +8.4% |
| 6M | +8.0% | -5.1% | +13.1% | +8.9% |
| YTD | +25.6% | +9.0% | +16.7% | +22.2% |
| 1Y | +0.8% | +8.2% | -7.4% | -1.8% |
| All | +90.1% | +67.6% | +22.5% | +72.1% |
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