-80.3%
FIG vs ENB
+18.7%
-99.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.8% | -6.5% | -5.4% |
| 7D | -16.4% | -0.5% | -15.9% | -16.5% |
| 30D | -2.3% | -0.2% | -2.1% | -2.3% |
| 3M | +7.8% | -7.5% | +15.3% | +4.5% |
| 6M | -21.8% | -4.1% | -17.7% | -23.4% |
| YTD | -39.1% | +9.8% | -48.9% | -37.7% |
| 1Y | -56.6% | +8.7% | -65.3% | -57.6% |
| All | -80.3% | +18.7% | -99.0% | -81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling