+104,095.6%
FICO vs ENB
+11,799.4%
+92,296.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.4% |
| 7D | -19.2% | -0.2% | -19.0% | -19.1% |
| 30D | -14.6% | -2.2% | -12.4% | -14.0% |
| 3M | -20.1% | -10.5% | -9.6% | -17.5% |
| 6M | -36.3% | -5.1% | -31.3% | -35.6% |
| YTD | -44.9% | +9.0% | -53.8% | -46.7% |
| 1Y | -38.6% | +8.2% | -46.8% | -40.6% |
| 3Y | +4.0% | +67.8% | -63.8% | -13.0% |
| 5Y | +99.5% | +69.4% | +30.2% | +66.2% |
| 10Y | +604.7% | +117.5% | +487.1% | +436.5% |
| All | +104,095.6% | +11,799.4% | +92,296.2% | +70,714.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling