-15.3%
FPS vs ENB
-0.4%
-14.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +0.3% | +14.1% | +14.3% |
| 7D | +9.5% | -1.8% | +11.3% | +9.7% |
| 30D | -33.8% | +2.0% | -35.8% | -33.8% |
| 3M | -34.9% | -5.8% | -29.0% | -34.1% |
| 6M | -42.9% | -9.7% | -33.2% | -42.9% |
| All | -15.3% | -0.4% | -14.9% | -19.0% |
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 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