+21.9%
FIX vs ENB
+3.8%
+18.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +5.0% |
| 7D | +6.4% | -1.8% | +8.2% | +6.3% |
| 30D | -29.1% | +2.0% | -31.1% | -29.0% |
| 3M | -31.1% | -5.8% | -25.3% | -31.2% |
| 6M | -42.8% | -9.7% | -33.1% | -43.3% |
| YTD | +24.6% | +4.2% | +20.4% | +19.8% |
| 1Y | +21.9% | +3.2% | +18.7% | +19.0% |
| All | +21.9% | +3.8% | +18.1% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling