+499.7%
FICO vs ENB
+100.6%
+399.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.9% |
| 7D | -0.9% | -5.2% | +4.3% | +1.9% |
| 30D | +3.3% | +2.2% | +1.2% | +2.0% |
| 3M | -31.7% | -8.1% | -23.7% | -28.7% |
| 6M | -34.0% | -11.2% | -22.8% | -30.2% |
| YTD | -58.3% | +2.0% | -60.3% | -59.5% |
| 1Y | -57.9% | +4.1% | -62.0% | -59.6% |
| 3Y | -24.1% | +64.7% | -88.8% | -44.9% |
| 5Y | +85.3% | +46.6% | +38.7% | +42.3% |
| All | +499.7% | +100.6% | +399.1% | +253.6% |
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