+285.6%
FITB vs ENB
+98.3%
+187.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -0.4% | -0.3% | -0.1% | -0.2% |
| 30D | -5.1% | -1.1% | -4.1% | -4.5% |
| 3M | +3.5% | -8.5% | +12.0% | +9.3% |
| 6M | +17.2% | -4.5% | +21.8% | +20.0% |
| YTD | +17.6% | +9.1% | +8.6% | +9.3% |
| 1Y | +23.4% | +8.0% | +15.4% | +15.2% |
| 3Y | +129.7% | +77.8% | +51.9% | +48.9% |
| 5Y | +68.4% | +69.4% | -1.0% | +12.7% |
| 10Y | +285.6% | +100.5% | +185.2% | +111.0% |
| All | +285.6% | +98.3% | +187.4% | +111.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling