-22.1%
FPS vs ENB
-1.5%
-20.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +1.1% | +14.9% | +15.9% |
| 7D | -8.0% | -3.7% | -4.3% | -7.7% |
| 30D | -43.5% | +1.7% | -45.3% | -43.5% |
| 3M | -41.6% | -6.3% | -35.3% | -40.8% |
| 6M | -44.0% | -9.2% | -34.8% | -44.4% |
| All | -22.1% | -1.5% | -20.6% | -25.4% |
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 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