+603.9%
FICO vs ENB
+106.3%
+497.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.2% |
| 7D | -19.2% | -0.2% | -19.0% | -19.0% |
| 30D | -14.6% | -2.2% | -12.4% | -13.6% |
| 3M | -20.1% | -10.5% | -9.6% | -15.6% |
| 6M | -36.3% | -5.1% | -31.3% | -35.2% |
| YTD | -44.9% | +9.0% | -53.8% | -48.2% |
| 1Y | -38.6% | +8.2% | -46.8% | -42.2% |
| 3Y | +4.0% | +67.8% | -63.8% | -25.1% |
| 5Y | +99.5% | +69.4% | +30.2% | +41.4% |
| All | +603.9% | +106.3% | +497.5% | +307.3% |
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