+2,105.4%
FIX vs ENB
+69.5%
+2,035.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +6.0% | -0.2% | +6.3% | +6.1% |
| 30D | -7.2% | -2.2% | -5.0% | -6.5% |
| 3M | -15.9% | -10.5% | -5.3% | -12.3% |
| 6M | +12.7% | -5.1% | +17.8% | +14.2% |
| YTD | +72.8% | +9.0% | +63.8% | +63.7% |
| 1Y | +122.9% | +8.2% | +114.7% | +111.4% |
| 3Y | +774.3% | +67.8% | +706.6% | +550.3% |
| All | +2,105.4% | +69.5% | +2,035.9% | +1,487.2% |
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