+78,963.7%
FICO vs ENB
+11,329.0%
+67,634.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.3% |
| 7D | -0.3% | -2.4% | +2.1% | +0.5% |
| 30D | +1.7% | +3.4% | -1.7% | +0.6% |
| 3M | -35.2% | -6.1% | -29.1% | -33.9% |
| 6M | -33.7% | -10.0% | -23.6% | -31.7% |
| YTD | -58.2% | +4.7% | -62.8% | -59.1% |
| 1Y | -56.6% | +7.5% | -64.1% | -57.9% |
| 3Y | -24.0% | +69.1% | -93.1% | -36.5% |
| 5Y | +86.1% | +50.4% | +35.7% | +60.8% |
| 10Y | +522.8% | +108.0% | +414.8% | +381.0% |
| All | +78,963.7% | +11,329.0% | +67,634.7% | +54,309.5% |
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