+2,896.1%
FITB vs ENB
+11,799.4%
-8,903.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -4.7% | -2.2% | -2.5% | -3.8% |
| 3M | +6.7% | -10.5% | +17.2% | +11.8% |
| 6M | +12.6% | -5.1% | +17.6% | +14.7% |
| YTD | +19.1% | +9.0% | +10.2% | +13.8% |
| 1Y | +22.6% | +8.2% | +14.4% | +17.3% |
| 3Y | +127.1% | +67.8% | +59.4% | +77.7% |
| 5Y | +71.8% | +69.4% | +2.4% | +34.4% |
| 10Y | +287.2% | +117.5% | +169.7% | +170.5% |
| All | +2,896.1% | +11,799.4% | -8,903.3% | +1,147.4% |
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 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