-51.5%
FPS vs ENB
-9.3%
-42.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.3% | +1.7% |
| 7D | +3.1% | -0.2% | +3.3% | +2.9% |
| 30D | -18.6% | -2.2% | -16.3% | -20.3% |
| 3M | -51.5% | -10.5% | -41.0% | -56.4% |
| All | -51.5% | -9.3% | -42.2% | -56.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling