-92.0%
FRMI vs ENB
-0.2%
-91.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.5% | +26.2% | +26.4% |
| 7D | +66.2% | +3.1% | +63.1% | +63.4% |
| 30D | -17.4% | +2.1% | -19.5% | -18.1% |
| 3M | -60.5% | -4.4% | -56.0% | -59.3% |
| 6M | -56.5% | -10.1% | -46.4% | -53.4% |
| YTD | -67.4% | +5.2% | -72.6% | -68.0% |
| 1Y | -85.1% | +4.2% | -89.3% | -85.4% |
| All | -92.0% | -0.2% | -91.8% | -92.8% |
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