-56.3%
FIG vs ENB
+3.3%
-59.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +3.5% |
| 7D | -12.6% | -3.7% | -9.0% | -13.9% |
| 30D | -13.8% | +1.7% | -15.5% | -13.0% |
| 3M | -16.7% | -6.3% | -10.4% | -18.7% |
| 6M | -6.1% | -9.2% | +3.1% | -10.1% |
| YTD | -48.1% | +3.1% | -51.2% | -46.9% |
| All | -56.3% | +3.3% | -59.6% | -55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling