-38.8%
FIS vs ENB
+99.6%
-138.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.3% |
| 7D | -3.5% | -0.5% | -3.0% | -3.3% |
| 30D | -7.8% | -0.2% | -7.6% | -7.8% |
| 3M | +0.8% | -7.5% | +8.3% | +4.2% |
| 6M | -21.9% | -4.1% | -17.8% | -20.8% |
| YTD | -39.5% | +9.8% | -49.3% | -42.9% |
| 1Y | -41.0% | +8.7% | -49.7% | -44.1% |
| 3Y | -23.6% | +79.0% | -102.6% | -44.1% |
| 5Y | -65.6% | +69.1% | -134.7% | -74.2% |
| All | -38.8% | +99.6% | -138.4% | -61.6% |
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