+226.1%
FIS vs ENB
+2,132.6%
-1,906.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.8% |
| 7D | -29.4% | -3.7% | -25.8% | -28.4% |
| 30D | -16.7% | +1.7% | -18.5% | -17.3% |
| 3M | -33.0% | -6.3% | -26.7% | -31.4% |
| 6M | -33.3% | -9.2% | -24.1% | -31.1% |
| YTD | -56.0% | +3.1% | -59.1% | -57.0% |
| 1Y | -54.6% | +3.4% | -57.9% | -55.7% |
| 3Y | -40.6% | +68.9% | -109.6% | -52.7% |
| 5Y | -71.9% | +51.7% | -123.7% | -76.7% |
| 10Y | -55.3% | +98.3% | -153.7% | -67.8% |
| All | +226.1% | +2,132.6% | -1,906.5% | +46.3% |
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