-62.0%
FISV vs ENB
+2.1%
-64.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.3% |
| 7D | -2.7% | -4.7% | +2.0% | -2.9% |
| 30D | 0.0% | -5.9% | +5.9% | -0.3% |
| 3M | -2.8% | -14.2% | +11.5% | -3.5% |
| 6M | -11.8% | -8.6% | -3.2% | -11.8% |
| YTD | -23.2% | +3.9% | -27.1% | -24.9% |
| 1Y | -62.0% | +1.8% | -63.8% | -63.0% |
| All | -62.0% | +2.1% | -64.1% | -63.0% |
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