-83.9%
FIG vs ENB
+12.3%
-96.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.7% | -3.7% |
| 7D | -11.4% | -2.4% | -9.0% | -12.2% |
| 30D | -17.2% | +2.5% | -19.7% | -16.3% |
| 3M | -26.6% | -5.8% | -20.8% | -28.1% |
| 6M | -9.8% | -8.5% | -1.3% | -13.2% |
| YTD | -50.1% | +3.9% | -54.0% | -50.0% |
| 1Y | -58.1% | +3.7% | -61.8% | -57.8% |
| All | -83.9% | +12.3% | -96.2% | -85.0% |
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