+81.3%
FN vs ENB
+68.0%
+13.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.4% | -12.9% | -14.1% |
| 7D | -16.0% | -2.4% | -13.6% | -15.8% |
| 30D | -40.1% | +3.4% | -43.5% | -40.3% |
| 3M | -43.9% | -6.1% | -37.8% | -43.4% |
| 6M | -55.6% | -10.0% | -45.6% | -54.9% |
| YTD | -35.7% | +4.7% | -40.3% | -35.7% |
| 1Y | -39.8% | +7.5% | -47.3% | -40.0% |
| All | +81.3% | +68.0% | +13.3% | +58.7% |
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 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