+54.4%
ENB vs FLNC
-71.1%
+125.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.4% | -3.7% |
| 7D | -4.6% | -5.0% | +0.4% | -4.4% |
| 30D | -5.2% | -26.1% | +20.9% | -4.5% |
| 3M | -13.4% | -55.2% | +41.8% | -11.7% |
| 6M | -7.8% | -42.6% | +34.8% | -7.5% |
| YTD | +4.9% | -51.0% | +55.9% | +5.2% |
| 1Y | +3.2% | +43.3% | -40.1% | -1.9% |
| 3Y | +71.0% | -63.4% | +134.4% | +68.2% |
| All | +54.4% | -71.1% | +125.5% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 all: compounded portfolio wealth divided by compounded FLNC 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…
all analysis · Full analysis span regression · 6 months rolling