+376.5%
FIS vs ENB
+2,259.3%
-1,882.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | -2.2% | -2.2% | 0.0% | -1.4% |
| 3M | +2.1% | -10.5% | +12.6% | +6.4% |
| 6M | -14.7% | -5.1% | -9.6% | -13.3% |
| YTD | -35.7% | +9.0% | -44.7% | -38.4% |
| 1Y | -37.1% | +8.2% | -45.3% | -39.6% |
| 3Y | -20.0% | +67.8% | -87.8% | -36.0% |
| 5Y | -62.1% | +69.4% | -131.5% | -69.8% |
| 10Y | -37.4% | +117.5% | -154.9% | -56.4% |
| All | +376.5% | +2,259.3% | -1,882.8% | +109.5% |
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