+141.1%
FITB vs ENB
+70.6%
+70.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -0.6% | -1.8% | +1.2% | 0.0% |
| 30D | +7.0% | +2.0% | +5.0% | +6.4% |
| 3M | -4.8% | -5.8% | +1.0% | -3.1% |
| 6M | +13.5% | -9.7% | +23.2% | +17.0% |
| YTD | +19.1% | +4.2% | +14.9% | +15.7% |
| 1Y | +30.8% | +3.2% | +27.5% | +27.5% |
| All | +141.1% | +70.6% | +70.6% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling