+906.2%
FN vs ENB
+116.8%
+789.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.5% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | -22.0% | -2.2% | -19.8% | -21.4% |
| 3M | -43.0% | -10.5% | -32.5% | -40.7% |
| 6M | -27.7% | -5.1% | -22.7% | -26.5% |
| YTD | -10.5% | +9.0% | -19.5% | -14.3% |
| 1Y | +12.5% | +8.2% | +4.3% | +7.8% |
| 3Y | +153.8% | +67.8% | +86.0% | +97.4% |
| 5Y | +288.0% | +69.4% | +218.6% | +198.4% |
| All | +906.2% | +116.8% | +789.4% | +572.0% |
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 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