+96.2%
FAST vs ENB
+69.4%
+26.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +4.8% | -2.4% | +7.2% | +5.4% |
| 30D | +8.6% | +2.5% | +6.1% | +8.0% |
| 3M | +5.7% | -5.8% | +11.5% | +7.0% |
| 6M | +25.5% | -8.5% | +34.0% | +27.5% |
| YTD | +39.6% | +3.9% | +35.7% | +36.6% |
| 1Y | +35.5% | +3.7% | +31.8% | +32.6% |
| 3Y | +96.2% | +70.1% | +26.1% | +83.2% |
| All | +96.2% | +69.4% | +26.8% | +83.2% |
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