+4.4%
FICO vs ENB
+67.6%
-63.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.5% |
| 7D | -19.2% | -0.2% | -19.0% | -19.1% |
| 30D | -14.6% | -2.2% | -12.4% | -14.3% |
| 3M | -20.1% | -10.5% | -9.6% | -18.6% |
| 6M | -36.3% | -5.1% | -31.3% | -36.0% |
| YTD | -44.9% | +9.0% | -53.8% | -46.9% |
| 1Y | -38.6% | +8.2% | -46.8% | -40.8% |
| All | +4.4% | +67.6% | -63.1% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling