-58.5%
FICO vs ENB
+3.2%
-61.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +2.2% | +3.1% | -0.9% | +2.5% |
| 30D | +0.1% | +2.1% | -2.0% | +0.3% |
| 3M | -35.2% | -4.4% | -30.7% | -36.1% |
| 6M | -32.4% | -10.1% | -22.3% | -34.2% |
| YTD | -57.4% | +5.2% | -62.6% | -58.3% |
| 1Y | -58.5% | +4.2% | -62.8% | -59.2% |
| All | -58.5% | +3.2% | -61.7% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling