-84.3%
FRMI vs ENB
+3.4%
-87.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +5.8% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | -17.3% | -2.2% | -15.1% | -16.2% |
| 3M | -17.2% | -10.5% | -6.6% | -10.3% |
| 6M | -43.4% | -5.1% | -38.3% | -41.5% |
| YTD | -36.0% | +9.0% | -45.0% | -38.9% |
| All | -84.3% | +3.4% | -87.6% | -86.3% |
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