+7,433.0%
FIX vs ENB
+4,447.2%
+2,985.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -43.2% |
| 6M | -50.9% | -10.0% | -40.9% | -49.2% |
| YTD | +3.5% | +4.7% | -1.1% | +0.8% |
| 1Y | -2.1% | +7.5% | -9.6% | -5.7% |
| 3Y | +418.7% | +69.1% | +349.6% | +316.7% |
| 5Y | +894.6% | +50.4% | +844.2% | +731.5% |
| 10Y | +3,465.5% | +108.0% | +3,357.5% | +2,496.7% |
| All | +7,433.0% | +4,447.2% | +2,985.8% | +4,148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling