+893.9%
FIX vs ENB
+50.3%
+843.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.4% | -10.2% | -11.1% |
| 7D | -27.2% | -2.4% | -24.9% | -26.5% |
| 30D | -46.9% | +3.4% | -50.3% | -47.6% |
| 3M | -44.4% | -6.1% | -38.3% | -43.1% |
| 6M | -50.9% | -10.0% | -40.9% | -49.2% |
| YTD | +3.5% | +4.7% | -1.1% | -0.3% |
| 1Y | -2.1% | +7.5% | -9.6% | -7.0% |
| 3Y | +418.7% | +69.1% | +349.6% | +285.0% |
| All | +893.9% | +50.3% | +843.6% | +694.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling