-79.1%
FIG vs ENB
+17.8%
-96.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.7% |
| 7D | -16.3% | -0.2% | -16.1% | -16.4% |
| 30D | -14.3% | -2.2% | -12.1% | -15.0% |
| 3M | +7.2% | -10.5% | +17.7% | +2.7% |
| 6M | -18.6% | -5.1% | -13.6% | -20.5% |
| YTD | -35.5% | +9.0% | -44.4% | -34.2% |
| 1Y | -55.8% | +8.2% | -64.0% | -57.1% |
| All | -79.1% | +17.8% | -96.9% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling