+13.8%
FIX vs ENB
+4.1%
+9.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.6% |
| 7D | -13.9% | -2.4% | -11.5% | -14.1% |
| 30D | -35.5% | +2.5% | -38.0% | -35.4% |
| 3M | -33.9% | -5.8% | -28.1% | -34.0% |
| 6M | -43.3% | -8.5% | -34.8% | -44.0% |
| YTD | +18.7% | +3.9% | +14.8% | +14.3% |
| 1Y | +13.8% | +3.7% | +10.1% | +10.6% |
| All | +13.8% | +4.1% | +9.7% | +10.6% |
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 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