+804.7%
FN vs ENB
+102.5%
+702.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +5.8% |
| 7D | +8.0% | -1.8% | +9.8% | +8.8% |
| 30D | -19.1% | +2.0% | -21.2% | -20.0% |
| 3M | -29.8% | -5.8% | -24.0% | -28.4% |
| 6M | -43.2% | -9.7% | -33.5% | -41.3% |
| YTD | -18.9% | +4.2% | -23.2% | -21.2% |
| 1Y | -17.9% | +3.2% | -21.1% | -19.8% |
| 3Y | +120.1% | +70.6% | +49.5% | +68.9% |
| 5Y | +206.7% | +55.1% | +151.5% | +143.9% |
| 10Y | +804.7% | +107.6% | +697.1% | +503.7% |
| All | +804.7% | +102.5% | +702.2% | +503.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling