-82.4%
FRMI vs ENB
+4.2%
-86.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.8% | +10.7% | +11.1% |
| 7D | +23.3% | -0.5% | +23.8% | +23.6% |
| 30D | -7.6% | -0.2% | -7.4% | -7.6% |
| 3M | +0.2% | -7.5% | +7.7% | +6.1% |
| 6M | -28.7% | -4.1% | -24.6% | -26.8% |
| YTD | -28.6% | +9.8% | -38.4% | -32.1% |
| All | -82.4% | +4.2% | -86.6% | -84.8% |
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