-25.7%
FN vs ENB
+9.4%
-35.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.6% | -6.0% |
| 7D | -7.0% | +0.5% | -7.5% | -7.0% |
| 30D | -24.7% | +6.0% | -30.7% | -24.9% |
| 3M | -35.7% | -7.4% | -28.3% | -34.2% |
| 6M | -52.4% | -8.5% | -43.9% | -51.4% |
| YTD | -25.0% | +6.1% | -31.1% | -23.9% |
| 1Y | -25.7% | +9.4% | -35.1% | -25.0% |
| All | -25.7% | +9.4% | -35.1% | -25.0% |
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 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