-55.8%
FISV vs ENB
+61.9%
-117.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.8% |
| 7D | -7.2% | -4.6% | -2.7% | -5.8% |
| 30D | -7.2% | -5.2% | -2.0% | -5.6% |
| 3M | -8.2% | -13.4% | +5.2% | -3.8% |
| 6M | -17.7% | -7.8% | -9.9% | -15.8% |
| YTD | -27.2% | +4.9% | -32.0% | -29.5% |
| 1Y | -63.0% | +3.2% | -66.2% | -63.9% |
| 3Y | -59.8% | +71.0% | -130.7% | -69.3% |
| 5Y | -55.8% | +64.0% | -119.8% | -65.4% |
| All | -55.8% | +61.9% | -117.7% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling