+5,831.7%
FIX vs ENB
+106.3%
+5,725.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.4% |
| 7D | +6.0% | -0.2% | +6.3% | +6.1% |
| 30D | -7.2% | -2.2% | -5.0% | -6.2% |
| 3M | -15.9% | -10.5% | -5.3% | -11.3% |
| 6M | +12.7% | -5.1% | +17.8% | +14.8% |
| YTD | +72.8% | +9.0% | +63.8% | +62.6% |
| 1Y | +122.9% | +8.2% | +114.7% | +109.9% |
| 3Y | +774.3% | +67.8% | +706.6% | +532.1% |
| 5Y | +2,049.5% | +69.4% | +1,980.1% | +1,432.0% |
| All | +5,831.7% | +106.3% | +5,725.4% | +3,379.6% |
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