+8.1%
FPS vs ENB
+4.1%
+4.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.3% | +2.5% |
| 7D | +3.1% | -0.2% | +3.3% | +3.1% |
| 30D | -18.6% | -2.2% | -16.3% | -18.4% |
| 3M | -51.5% | -10.5% | -41.0% | -50.5% |
| 6M | -8.5% | -5.1% | -3.5% | -9.8% |
| All | +8.1% | +4.1% | +4.0% | +2.3% |
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