-56.9%
FIG vs ENB
+7.9%
-64.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.5% |
| 7D | -14.5% | -0.3% | -14.1% | -14.6% |
| 30D | -13.3% | -1.1% | -12.2% | -13.6% |
| 3M | +7.4% | -8.5% | +15.9% | +3.4% |
| 6M | -27.8% | -4.5% | -23.2% | -29.3% |
| YTD | -41.1% | +9.1% | -50.2% | -38.8% |
| All | -56.9% | +7.9% | -64.8% | -54.5% |
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 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