-23.6%
FPS vs ENB
0.0%
-23.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.4% | -10.3% | -9.9% |
| 7D | +21.6% | 0.0% | +21.6% | +21.5% |
| 30D | -38.8% | +1.4% | -40.1% | -38.8% |
| 3M | -42.1% | -5.2% | -36.9% | -41.5% |
| 6M | -48.5% | -9.9% | -38.6% | -48.4% |
| All | -23.6% | 0.0% | -23.6% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling