+77.7%
FICO vs ENB
+50.3%
+27.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.5% |
| 7D | -0.3% | -2.4% | +2.1% | +0.7% |
| 30D | +1.7% | +3.4% | -1.7% | +0.3% |
| 3M | -35.2% | -6.1% | -29.1% | -33.7% |
| 6M | -33.7% | -10.0% | -23.6% | -31.2% |
| YTD | -58.2% | +4.7% | -62.8% | -59.9% |
| 1Y | -56.6% | +7.5% | -64.1% | -58.9% |
| 3Y | -24.0% | +69.1% | -93.1% | -44.6% |
| All | +77.7% | +50.3% | +27.3% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling