+545.7%
FICO vs ENB
+99.3%
+446.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +0.9% | -2.4% | +3.3% | +2.2% |
| 30D | +9.4% | +2.5% | +7.0% | +7.9% |
| 3M | -30.4% | -5.8% | -24.6% | -28.3% |
| 6M | -35.1% | -8.5% | -26.6% | -32.5% |
| YTD | -56.8% | +3.9% | -60.7% | -58.4% |
| 1Y | -58.4% | +3.7% | -62.1% | -60.0% |
| 3Y | -26.7% | +70.1% | -96.8% | -47.7% |
| 5Y | +88.0% | +53.2% | +34.8% | +40.9% |
| 10Y | +545.7% | +100.2% | +445.5% | +277.7% |
| All | +545.7% | +99.3% | +446.5% | +277.7% |
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