-55.0%
FIS vs ENB
+3.3%
-58.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.2% |
| 7D | -29.4% | -3.7% | -25.8% | -29.7% |
| 30D | -16.7% | +1.7% | -18.5% | -16.4% |
| 3M | -33.0% | -6.3% | -26.7% | -33.7% |
| 6M | -33.3% | -9.2% | -24.1% | -33.8% |
| YTD | -56.0% | +3.1% | -59.1% | -53.1% |
| All | -55.0% | +3.3% | -58.3% | -52.1% |
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