+3,653.2%
FIX vs ENB
+100.6%
+3,552.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.5% | +8.0% | +6.8% |
| 7D | -17.5% | -5.2% | -12.3% | -15.1% |
| 30D | -41.6% | +2.2% | -43.7% | -42.4% |
| 3M | -40.6% | -8.1% | -32.5% | -38.1% |
| 6M | -49.4% | -11.2% | -38.2% | -46.7% |
| YTD | +9.2% | +2.0% | +7.2% | +6.0% |
| 1Y | +6.5% | +4.1% | +2.4% | +2.1% |
| 3Y | +448.7% | +64.7% | +384.0% | +298.0% |
| 5Y | +948.7% | +46.6% | +902.1% | +704.3% |
| All | +3,653.2% | +100.6% | +3,552.6% | +2,142.0% |
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