-39.8%
FIS vs ENB
+63.8%
-103.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.6% |
| 7D | -25.5% | -5.2% | -20.3% | -24.5% |
| 30D | -15.1% | +2.2% | -17.2% | -15.4% |
| 3M | -32.1% | -8.1% | -24.1% | -30.8% |
| 6M | -36.1% | -11.2% | -24.9% | -34.4% |
| YTD | -55.4% | +2.0% | -57.4% | -56.5% |
| 1Y | -53.9% | +4.1% | -57.9% | -55.4% |
| 3Y | -39.8% | +64.7% | -104.5% | -56.4% |
| All | -39.8% | +63.8% | -103.5% | -56.4% |
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