+102.4%
FN vs ENB
+63.8%
+38.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.5% | +14.2% | +11.8% |
| 7D | 0.0% | -5.2% | +5.1% | +0.3% |
| 30D | -34.3% | +2.2% | -36.5% | -34.5% |
| 3M | -39.9% | -8.1% | -31.8% | -39.3% |
| 6M | -51.8% | -11.2% | -40.6% | -51.1% |
| YTD | -28.1% | +2.0% | -30.1% | -28.2% |
| 1Y | -29.1% | +4.1% | -33.1% | -29.2% |
| 3Y | +102.4% | +64.7% | +37.7% | +77.4% |
| All | +102.4% | +63.8% | +38.7% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling