-83.2%
FIG vs ENB
+11.5%
-94.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +3.5% |
| 7D | -12.6% | -3.7% | -9.0% | -13.8% |
| 30D | -13.8% | +1.7% | -15.5% | -13.1% |
| 3M | -16.7% | -6.3% | -10.4% | -18.5% |
| 6M | -6.1% | -9.2% | +3.1% | -9.9% |
| YTD | -48.1% | +3.1% | -51.2% | -48.0% |
| 1Y | -56.2% | +3.4% | -59.5% | -56.0% |
| All | -83.2% | +11.5% | -94.7% | -84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling