-83.1%
FRMI vs ENB
-1.4%
-81.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.6% |
| 7D | +7.4% | -4.7% | +12.1% | +10.6% |
| 30D | -27.6% | -5.9% | -21.8% | -25.1% |
| 3M | -20.9% | -14.2% | -6.6% | -12.1% |
| 6M | -36.6% | -8.6% | -28.0% | -33.1% |
| YTD | -31.3% | +3.9% | -35.1% | -32.4% |
| All | -83.1% | -1.4% | -81.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling