-25.9%
FPS vs ENB
-0.7%
-25.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.7% | -5.1% |
| 7D | -20.9% | -2.4% | -18.4% | -20.7% |
| 30D | -46.3% | +2.5% | -48.8% | -46.4% |
| 3M | -42.9% | -5.8% | -37.1% | -42.2% |
| 6M | -46.8% | -8.5% | -38.3% | -47.2% |
| All | -25.9% | -0.7% | -25.2% | -29.2% |
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