+74,290.4%
FAST vs ENB
+11,329.0%
+62,961.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | +0.7% | -2.4% | +3.0% | +1.4% |
| 30D | +4.6% | +3.4% | +1.3% | +3.6% |
| 3M | +6.4% | -6.1% | +12.5% | +8.2% |
| 6M | +20.6% | -10.0% | +30.6% | +23.9% |
| YTD | +34.7% | +4.7% | +30.0% | +32.3% |
| 1Y | +29.7% | +7.5% | +22.2% | +26.3% |
| 3Y | +89.9% | +69.1% | +20.8% | +61.4% |
| 5Y | +105.0% | +50.4% | +54.6% | +79.2% |
| 10Y | +594.2% | +108.0% | +486.2% | +434.7% |
| All | +74,290.4% | +11,329.0% | +62,961.4% | +34,793.4% |
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