+494.2%
FIX vs ENB
+72.2%
+422.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +9.4% | +3.1% | +6.3% | +8.8% |
| 30D | -27.8% | +2.1% | -29.9% | -28.0% |
| 3M | -35.6% | -4.4% | -31.1% | -35.0% |
| 6M | -45.2% | -10.1% | -35.2% | -44.3% |
| YTD | +19.5% | +5.2% | +14.3% | +15.7% |
| 1Y | +24.2% | +4.2% | +20.0% | +20.7% |
| 3Y | +494.2% | +70.1% | +424.1% | +366.0% |
| All | +494.2% | +72.2% | +422.0% | +366.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling