+531.6%
FICO vs ENB
+99.8%
+431.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.2% |
| 7D | -0.1% | -3.7% | +3.6% | +1.9% |
| 30D | +8.4% | +1.7% | +6.7% | +7.3% |
| 3M | -30.5% | -6.3% | -24.2% | -28.2% |
| 6M | -35.7% | -9.2% | -26.5% | -32.8% |
| YTD | -57.2% | +3.1% | -60.3% | -58.7% |
| 1Y | -58.4% | +3.4% | -61.8% | -59.9% |
| 3Y | -24.8% | +68.9% | -93.7% | -46.2% |
| 5Y | +79.3% | +51.7% | +27.5% | +35.0% |
| 10Y | +531.6% | +98.3% | +433.3% | +270.8% |
| All | +531.6% | +99.8% | +431.8% | +270.8% |
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