-24.8%
FICO vs ENB
+67.2%
-92.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.5% |
| 7D | -0.1% | -3.7% | +3.6% | +0.6% |
| 30D | +8.4% | +1.7% | +6.7% | +8.0% |
| 3M | -30.5% | -6.3% | -24.2% | -29.8% |
| 6M | -35.7% | -9.2% | -26.5% | -35.0% |
| YTD | -57.2% | +3.1% | -60.3% | -58.6% |
| 1Y | -58.4% | +3.4% | -61.8% | -59.8% |
| 3Y | -24.8% | +68.9% | -93.7% | -38.2% |
| All | -24.8% | +67.2% | -92.0% | -38.2% |
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 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